+1,871.6%
PSA vs BNS
+1,463.9%
+407.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | -2.2% | -1.3% | -0.9% | -1.6% |
| 30D | -9.6% | +4.0% | -13.6% | -11.7% |
| 3M | -7.9% | +13.8% | -21.7% | -14.4% |
| 6M | -2.0% | +32.7% | -34.7% | -16.0% |
| YTD | +15.7% | +27.6% | -11.9% | +1.0% |
| 1Y | +5.8% | +47.4% | -41.6% | -14.6% |
| 3Y | +21.6% | +129.0% | -107.4% | -22.8% |
| 5Y | +13.1% | +92.7% | -79.6% | -22.7% |
| 10Y | +101.3% | +182.1% | -80.8% | +3.7% |
| All | +1,871.6% | +1,463.9% | +407.7% | +370.2% |
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