+848.9%
PM vs BNS
+412.2%
+436.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +0.5% | +0.9% | -0.4% | +0.2% |
| 30D | -3.2% | +2.8% | -6.0% | -4.2% |
| 3M | +6.2% | +3.0% | +3.2% | +4.7% |
| 6M | +7.7% | +23.3% | -15.6% | -0.9% |
| YTD | +27.3% | +29.3% | -2.1% | +14.7% |
| 1Y | +32.8% | +41.7% | -8.9% | +15.6% |
| 3Y | +150.0% | +147.7% | +2.3% | +74.2% |
| 5Y | +164.2% | +79.4% | +84.9% | +105.7% |
| 10Y | +265.7% | +188.5% | +77.2% | +132.7% |
| All | +848.9% | +412.2% | +436.7% | +395.7% |
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