+763.1%
PM vs BNS
+414.7%
+348.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | -4.9% | +1.5% | -6.4% | -5.4% |
| 30D | -3.4% | +6.0% | -9.3% | -5.6% |
| 3M | +5.2% | +16.3% | -11.2% | -0.9% |
| 6M | +3.7% | +28.8% | -25.0% | -6.1% |
| YTD | +15.8% | +30.0% | -14.2% | +4.3% |
| 1Y | +17.4% | +50.7% | -33.3% | -0.1% |
| 3Y | +116.9% | +125.4% | -8.5% | +56.8% |
| 5Y | +117.3% | +94.2% | +23.1% | +64.3% |
| 10Y | +193.8% | +182.8% | +10.9% | +88.4% |
| All | +763.1% | +414.7% | +348.5% | +350.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling