+73.2%
PR vs BNS
+141.7%
-68.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -16.4% | -2.2% | -14.2% | -16.1% |
| 30D | -1.9% | +5.1% | -7.0% | -2.6% |
| 3M | +8.0% | +4.7% | +3.2% | +7.0% |
| 6M | +4.1% | +19.0% | -14.9% | -0.4% |
| YTD | +58.7% | +28.2% | +30.5% | +47.9% |
| 1Y | +75.8% | +43.4% | +32.4% | +55.6% |
| 3Y | +73.2% | +143.1% | -69.9% | +12.7% |
| All | +73.2% | +141.7% | -68.6% | +12.7% |
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 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