+4,463.9%
PH vs BNS
+1,485.2%
+2,978.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +4.1% | +0.9% | +3.2% | +3.5% |
| 30D | -0.1% | +2.8% | -2.8% | -2.1% |
| 3M | -9.6% | +3.0% | -12.6% | -11.9% |
| 6M | +8.5% | +23.3% | -14.7% | -7.3% |
| YTD | +9.4% | +29.3% | -19.9% | -9.9% |
| 1Y | +14.2% | +41.7% | -27.5% | -12.0% |
| 3Y | +134.0% | +147.7% | -13.7% | +19.3% |
| 5Y | +203.8% | +79.4% | +124.4% | +94.2% |
| 10Y | +695.6% | +188.5% | +507.1% | +271.1% |
| All | +4,463.9% | +1,485.2% | +2,978.6% | +572.8% |
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