-6.4%
PGR vs BNS
+52.2%
-58.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.4% |
| 7D | +0.1% | +1.5% | -1.4% | +0.5% |
| 30D | +2.9% | +6.0% | -3.0% | +4.3% |
| 3M | +12.1% | +16.3% | -4.2% | +14.4% |
| 6M | +3.7% | +28.8% | -25.1% | +6.6% |
| YTD | +2.4% | +30.0% | -27.6% | +4.9% |
| 1Y | -6.4% | +50.7% | -57.1% | -4.5% |
| All | -6.4% | +52.2% | -58.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling