+57.9%
PPL vs BNS
+149.7%
-91.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.4% | +0.9% | -1.3% | -0.5% |
| 30D | +2.6% | +2.8% | -0.1% | +2.0% |
| 3M | +0.8% | +3.0% | -2.2% | +0.1% |
| 6M | +1.4% | +23.3% | -21.9% | -3.5% |
| YTD | +4.3% | +29.3% | -25.0% | -2.2% |
| 1Y | +0.8% | +41.7% | -40.9% | -8.1% |
| 3Y | +57.9% | +147.7% | -89.8% | +21.6% |
| All | +57.9% | +149.7% | -91.8% | +21.6% |
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