+55.3%
PPL vs BNS
+130.3%
-75.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.1% |
| 7D | +1.8% | +1.8% | 0.0% | +1.4% |
| 30D | -1.1% | +4.5% | -5.6% | -2.1% |
| 3M | 0.0% | +15.8% | -15.8% | -3.6% |
| 6M | -7.6% | +31.5% | -39.1% | -14.0% |
| YTD | +1.7% | +28.6% | -26.9% | -4.9% |
| 1Y | +1.5% | +48.2% | -46.7% | -9.3% |
| 3Y | +55.3% | +130.8% | -75.5% | +20.1% |
| All | +55.3% | +130.3% | -75.0% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling