+544.2%
PPL vs BNS
+1,492.9%
-948.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +2.7% | +1.5% | +1.1% | +2.0% |
| 30D | +0.5% | +6.0% | -5.5% | -1.9% |
| 3M | +0.7% | +16.3% | -15.7% | -5.4% |
| 6M | -7.6% | +28.8% | -36.4% | -16.8% |
| YTD | +1.8% | +30.0% | -28.1% | -8.7% |
| 1Y | -0.8% | +50.7% | -51.5% | -16.2% |
| 3Y | +56.9% | +125.4% | -68.5% | +11.9% |
| 5Y | +39.5% | +94.2% | -54.7% | +4.5% |
| 10Y | +55.4% | +182.8% | -127.4% | -2.1% |
| All | +544.2% | +1,492.9% | -948.7% | +64.6% |
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 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