+87.1%
PR vs BNS
+177.9%
-90.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +2.1% |
| 7D | -0.6% | +1.8% | -2.4% | -2.2% |
| 30D | +17.4% | +4.5% | +12.9% | +12.0% |
| 3M | +21.8% | +15.8% | +6.0% | +5.1% |
| 6M | +27.6% | +31.5% | -3.9% | -3.4% |
| YTD | +71.4% | +28.6% | +42.8% | +32.1% |
| 1Y | +78.3% | +48.2% | +30.1% | +19.3% |
| 3Y | +85.5% | +130.8% | -45.3% | -22.6% |
| 5Y | +422.7% | +94.9% | +327.8% | +162.0% |
| 10Y | +87.1% | +179.6% | -92.4% | +26.7% |
| All | +87.1% | +177.9% | -90.8% | +26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling