+797.8%
PH vs BNS
+188.9%
+608.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.1% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | -11.0% | +3.5% | -14.4% | -13.9% |
| 3M | +5.5% | +14.1% | -8.5% | -6.5% |
| 6M | +1.5% | +33.8% | -32.3% | -21.9% |
| YTD | +8.8% | +29.5% | -20.7% | -14.1% |
| 1Y | +24.5% | +48.4% | -23.9% | -13.0% |
| 3Y | +141.2% | +129.6% | +11.6% | +11.5% |
| 5Y | +256.3% | +96.1% | +160.2% | +87.9% |
| All | +797.8% | +188.9% | +608.9% | +248.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling