+560.5%
PPL vs BNS
+1,498.9%
-938.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.0% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | +4.2% | +5.5% | -1.3% | +2.0% |
| 3M | +1.5% | +6.0% | -4.5% | -1.1% |
| 6M | +1.0% | +22.6% | -21.6% | -7.2% |
| YTD | +4.4% | +30.5% | -26.1% | -6.8% |
| 1Y | +0.8% | +44.1% | -43.4% | -13.5% |
| 3Y | +56.5% | +150.8% | -94.3% | +6.9% |
| 5Y | +47.7% | +80.7% | -33.0% | +13.6% |
| 10Y | +64.4% | +185.2% | -120.8% | +3.0% |
| All | +560.5% | +1,498.9% | -938.5% | +68.1% |
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 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