+20.3%
PSA vs BNS
+129.0%
-108.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -3.6% | -2.2% | -1.4% | -2.7% |
| 30D | -9.4% | +4.5% | -13.9% | -11.2% |
| 3M | -8.2% | +14.9% | -23.1% | -14.2% |
| 6M | -1.8% | +32.5% | -34.3% | -14.4% |
| YTD | +15.7% | +28.6% | -12.9% | +2.1% |
| 1Y | +6.3% | +48.4% | -42.1% | -13.0% |
| All | +20.3% | +129.0% | -108.7% | -23.7% |
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