+141.0%
PH vs BNS
+127.2%
+13.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | 0.0% | -1.3% | +1.3% | +0.8% |
| 30D | -10.3% | +4.0% | -14.3% | -12.5% |
| 3M | +5.1% | +13.8% | -8.7% | -3.3% |
| 6M | +2.3% | +32.7% | -30.4% | -14.7% |
| YTD | +8.7% | +27.6% | -18.9% | -7.3% |
| 1Y | +26.8% | +47.4% | -20.6% | -1.4% |
| All | +141.0% | +127.2% | +13.8% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling