+378.1%
PSX vs BNS
+188.9%
+189.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.1% |
| 7D | +1.7% | -0.4% | +2.1% | +2.0% |
| 30D | +15.6% | +3.5% | +12.2% | +11.9% |
| 3M | +46.5% | +14.1% | +32.4% | +30.5% |
| 6M | +55.0% | +33.8% | +21.2% | +19.8% |
| YTD | +105.3% | +29.5% | +75.8% | +62.5% |
| 1Y | +101.6% | +48.4% | +53.2% | +41.6% |
| 3Y | +134.1% | +129.6% | +4.5% | +9.4% |
| 5Y | +368.7% | +96.1% | +272.6% | +146.8% |
| All | +378.1% | +188.9% | +189.2% | +75.8% |
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