+455.3%
PL vs BNS
+141.7%
+313.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.1% | +10.5% | +10.5% |
| 7D | -6.8% | -2.2% | -4.6% | -4.4% |
| 30D | -29.3% | +5.1% | -34.4% | -33.4% |
| 3M | -44.8% | +4.7% | -49.5% | -48.0% |
| 6M | -68.4% | +19.0% | -87.4% | -74.7% |
| YTD | -36.4% | +28.2% | -64.5% | -54.0% |
| 1Y | +0.7% | +43.4% | -42.7% | -37.6% |
| 3Y | +455.3% | +143.1% | +312.2% | +80.9% |
| All | +455.3% | +141.7% | +313.6% | +80.9% |
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