+169.5%
PR vs BNS
+213.6%
-44.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.6% |
| 7D | +2.9% | +1.5% | +1.4% | +1.5% |
| 30D | +18.0% | +6.0% | +12.1% | +11.5% |
| 3M | +16.9% | +16.3% | +0.5% | +1.1% |
| 6M | +28.2% | +28.8% | -0.6% | -0.1% |
| YTD | +69.3% | +30.0% | +39.4% | +30.5% |
| 1Y | +69.5% | +50.7% | +18.8% | +13.3% |
| 3Y | +81.7% | +125.4% | -43.7% | -19.8% |
| 5Y | +422.2% | +94.2% | +328.0% | +169.8% |
| 10Y | +110.4% | +182.8% | -72.5% | +37.1% |
| All | +169.5% | +213.6% | -44.1% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling