+57.2%
PPL vs BNS
+141.7%
-84.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.4% | -2.2% | +2.6% | +0.8% |
| 30D | +5.4% | +5.1% | +0.3% | +4.3% |
| 3M | +4.3% | +4.7% | -0.5% | +3.2% |
| 6M | -1.3% | +19.0% | -20.4% | -5.4% |
| YTD | +4.7% | +28.2% | -23.5% | -1.6% |
| 1Y | +1.3% | +43.4% | -42.1% | -7.9% |
| 3Y | +57.2% | +143.1% | -85.9% | +22.1% |
| All | +57.2% | +141.7% | -84.5% | +22.1% |
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