+21.1%
PL vs BNS
+76.9%
-55.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.1% | +10.5% | +10.5% |
| 7D | -6.8% | -2.2% | -4.6% | -4.7% |
| 30D | -29.3% | +5.1% | -34.4% | -32.9% |
| 3M | -44.8% | +4.7% | -49.5% | -47.6% |
| 6M | -68.4% | +19.0% | -87.4% | -73.9% |
| YTD | -36.4% | +28.2% | -64.5% | -51.6% |
| 1Y | +0.7% | +43.4% | -42.7% | -32.0% |
| 3Y | +455.3% | +143.1% | +312.2% | +123.0% |
| All | +21.1% | +76.9% | -55.8% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling