+85.0%
PR vs BNS
+130.6%
-45.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | +2.9% | +1.5% | +1.4% | +2.6% |
| 30D | +18.0% | +6.0% | +12.1% | +16.8% |
| 3M | +16.9% | +16.3% | +0.5% | +12.8% |
| 6M | +28.2% | +28.8% | -0.6% | +20.1% |
| YTD | +69.3% | +30.0% | +39.4% | +57.9% |
| 1Y | +69.5% | +50.7% | +18.8% | +48.4% |
| All | +85.0% | +130.6% | -45.6% | +27.4% |
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