+84.4%
PL vs BNS
+49.3%
+35.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -0.9% |
| 7D | -7.5% | +1.8% | -9.3% | -9.0% |
| 30D | -25.6% | +4.5% | -30.1% | -28.1% |
| 3M | -45.6% | +15.8% | -61.4% | -52.6% |
| 6M | -29.5% | +31.5% | -61.0% | -44.5% |
| YTD | -9.7% | +28.6% | -38.3% | -26.3% |
| 1Y | +84.4% | +48.2% | +36.2% | +30.3% |
| All | +84.4% | +49.3% | +35.1% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling