+62.8%
PNR vs BNS
+188.9%
-126.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.7% |
| 7D | -6.0% | -0.4% | -5.6% | -5.8% |
| 30D | -14.0% | +3.5% | -17.4% | -16.4% |
| 3M | -21.7% | +14.1% | -35.8% | -29.4% |
| 6M | -37.3% | +33.8% | -71.0% | -49.6% |
| YTD | -45.1% | +29.5% | -74.6% | -55.0% |
| 1Y | -49.1% | +48.4% | -97.5% | -62.3% |
| 3Y | -14.8% | +129.6% | -144.4% | -54.9% |
| 5Y | -21.0% | +96.1% | -117.1% | -53.5% |
| All | +62.8% | +188.9% | -126.1% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling