+4,464.8%
PH vs BNS
+1,476.3%
+2,988.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | 0.0% |
| 7D | +0.4% | +1.8% | -1.4% | -0.9% |
| 30D | -10.8% | +4.5% | -15.3% | -13.9% |
| 3M | +8.5% | +15.8% | -7.3% | -2.8% |
| 6M | +3.9% | +31.5% | -27.6% | -15.0% |
| YTD | +9.4% | +28.6% | -19.2% | -9.3% |
| 1Y | +26.8% | +48.2% | -21.4% | -5.2% |
| 3Y | +140.8% | +130.8% | +10.0% | +29.3% |
| 5Y | +253.8% | +94.9% | +158.9% | +113.6% |
| 10Y | +792.3% | +179.6% | +612.8% | +325.5% |
| All | +4,464.8% | +1,476.3% | +2,988.5% | +577.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling