+100.5%
PSA vs BNS
+188.9%
-88.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.4% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | -8.4% | +3.5% | -11.8% | -9.6% |
| 3M | -7.8% | +14.1% | -21.9% | -12.5% |
| 6M | +0.8% | +33.8% | -33.0% | -9.7% |
| YTD | +16.5% | +29.5% | -13.0% | +5.5% |
| 1Y | +4.7% | +48.4% | -43.7% | -9.9% |
| 3Y | +21.1% | +129.6% | -108.5% | -11.6% |
| 5Y | +14.2% | +96.1% | -81.9% | -12.8% |
| All | +100.5% | +188.9% | -88.4% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling