+92.5%
PR vs BNS
+150.0%
-57.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | +6.7% | +1.0% | +5.7% | +6.5% |
| 30D | -6.1% | +2.7% | -8.9% | -6.5% |
| 3M | +6.9% | +3.5% | +3.4% | +6.3% |
| 6M | +14.6% | +22.1% | -7.5% | +9.1% |
| YTD | +66.1% | +29.5% | +36.6% | +54.9% |
| 1Y | +77.0% | +40.7% | +36.3% | +59.1% |
| All | +92.5% | +150.0% | -57.4% | +26.8% |
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 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