+101.6%
PSX vs BNS
+49.3%
+52.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.5% |
| 7D | +1.7% | -0.4% | +2.1% | +1.6% |
| 30D | +15.6% | +3.5% | +12.2% | +16.7% |
| 3M | +46.5% | +14.1% | +32.4% | +51.2% |
| 6M | +55.0% | +33.8% | +21.2% | +64.1% |
| YTD | +105.3% | +29.5% | +75.8% | +117.7% |
| 1Y | +101.6% | +48.4% | +53.2% | +109.4% |
| All | +101.6% | +49.3% | +52.3% | +109.4% |
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