+302.5%
PSX vs BNS
+78.5%
+224.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +7.8% | +0.9% | +6.9% | +7.4% |
| 30D | -10.9% | +2.8% | -13.7% | -12.0% |
| 3M | +14.5% | +3.0% | +11.5% | +12.6% |
| 6M | +56.1% | +23.3% | +32.9% | +40.7% |
| YTD | +109.6% | +29.3% | +80.2% | +83.3% |
| 1Y | +95.5% | +41.7% | +53.8% | +62.6% |
| 3Y | +156.2% | +147.7% | +8.5% | +51.9% |
| All | +302.5% | +78.5% | +224.0% | +176.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling