+516.5%
PL vs BNS
+149.7%
+366.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +10.0% | +0.9% | +9.1% | +9.1% |
| 30D | -2.3% | +2.8% | -5.0% | -5.1% |
| 3M | -44.2% | +3.0% | -47.2% | -46.2% |
| 6M | -66.1% | +23.3% | -89.4% | -74.0% |
| YTD | -30.0% | +29.3% | -59.3% | -49.8% |
| 1Y | +21.0% | +41.7% | -20.6% | -23.5% |
| 3Y | +516.5% | +147.7% | +368.8% | +101.1% |
| All | +516.5% | +149.7% | +366.9% | +101.1% |
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