+562.3%
PPL vs BNS
+1,470.7%
-908.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.4% | -2.2% | +2.6% | +1.2% |
| 30D | +5.4% | +5.1% | +0.3% | +3.3% |
| 3M | +4.3% | +4.7% | -0.5% | +2.0% |
| 6M | -1.3% | +19.0% | -20.4% | -8.3% |
| YTD | +4.7% | +28.2% | -23.5% | -5.8% |
| 1Y | +1.3% | +43.4% | -42.1% | -12.9% |
| 3Y | +57.2% | +143.1% | -85.9% | +8.7% |
| 5Y | +48.2% | +77.3% | -29.1% | +14.8% |
| 10Y | +62.7% | +183.5% | -120.7% | +2.2% |
| All | +562.3% | +1,470.7% | -908.4% | +69.8% |
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