+44.1%
PL vs BNS
+94.4%
-50.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.1% |
| 7D | +5.6% | -1.1% | +6.7% | +7.0% |
| 30D | -16.9% | +4.7% | -21.7% | -20.5% |
| 3M | -38.2% | +5.5% | -43.8% | -41.5% |
| 6M | -63.4% | +21.7% | -85.1% | -70.0% |
| YTD | -27.6% | +29.5% | -57.1% | -44.4% |
| 1Y | +6.6% | +41.9% | -35.3% | -25.2% |
| 3Y | +557.6% | +148.5% | +409.1% | +179.1% |
| 5Y | +39.5% | +80.3% | -40.8% | -22.5% |
| All | +44.1% | +94.4% | -50.3% | -20.7% |
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