+267.7%
PR vs BNS
+78.5%
+189.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | +6.0% | +0.9% | +5.0% | +5.4% |
| 30D | -4.2% | +2.8% | -7.0% | -5.9% |
| 3M | +10.0% | +3.0% | +7.0% | +7.2% |
| 6M | +15.6% | +23.3% | -7.7% | -0.6% |
| YTD | +68.2% | +29.3% | +38.8% | +38.3% |
| 1Y | +79.2% | +41.7% | +37.5% | +37.0% |
| 3Y | +94.9% | +147.7% | -52.8% | -10.7% |
| All | +267.7% | +78.5% | +189.1% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling