+79.0%
PL vs BNS
+94.5%
-15.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -0.6% |
| 7D | -7.5% | +1.8% | -9.3% | -9.4% |
| 30D | -25.6% | +4.5% | -30.1% | -29.2% |
| 3M | -45.6% | +15.8% | -61.4% | -53.9% |
| 6M | -29.5% | +31.5% | -61.0% | -47.6% |
| YTD | -9.7% | +28.6% | -38.3% | -31.2% |
| 1Y | +84.4% | +48.2% | +36.2% | +21.0% |
| 3Y | +550.0% | +130.8% | +419.2% | +178.1% |
| 5Y | +79.0% | +94.9% | -15.9% | -2.9% |
| All | +79.0% | +94.5% | -15.5% | -2.9% |
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 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