+99.6%
PSX vs BNS
+50.5%
+49.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | -0.1% |
| 7D | +4.5% | +1.5% | +3.0% | +4.9% |
| 30D | +26.6% | +6.0% | +20.7% | +28.4% |
| 3M | +39.3% | +16.3% | +22.9% | +44.3% |
| 6M | +56.8% | +27.3% | +29.5% | +67.1% |
| YTD | +101.8% | +28.5% | +73.3% | +113.8% |
| 1Y | +99.6% | +49.0% | +50.6% | +108.0% |
| All | +99.6% | +50.5% | +49.1% | +108.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling