+128.7%
PM vs BNS
+93.4%
+35.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | -0.2% | +4.0% | -4.2% | -1.3% |
| 3M | +4.9% | +13.8% | -8.9% | +0.8% |
| 6M | +9.0% | +32.7% | -23.6% | -0.1% |
| YTD | +17.8% | +27.6% | -9.8% | +9.1% |
| 1Y | +16.8% | +47.4% | -30.6% | +3.3% |
| 3Y | +125.4% | +129.0% | -3.5% | +69.3% |
| 5Y | +128.7% | +92.7% | +36.0% | +74.5% |
| All | +128.7% | +93.4% | +35.3% | +74.5% |
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