+19.0%
PM vs BNS
+48.3%
-29.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.2% |
| 7D | +1.9% | -2.2% | +4.1% | +2.0% |
| 30D | +1.9% | +4.5% | -2.6% | +1.7% |
| 3M | +4.6% | +14.9% | -10.3% | +3.7% |
| 6M | +11.7% | +32.5% | -20.8% | +8.8% |
| YTD | +20.4% | +28.6% | -8.3% | +17.8% |
| 1Y | +19.0% | +48.4% | -29.4% | +17.4% |
| All | +19.0% | +48.3% | -29.4% | +17.4% |
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