+1,131.3%
PSX vs BNS
+233.9%
+897.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.4% |
| 7D | +2.8% | +1.8% | +1.0% | +1.4% |
| 30D | +27.8% | +4.5% | +23.3% | +22.9% |
| 3M | +42.0% | +15.8% | +26.2% | +25.5% |
| 6M | +58.1% | +31.5% | +26.6% | +25.1% |
| YTD | +105.0% | +28.6% | +76.4% | +64.6% |
| 1Y | +104.9% | +48.2% | +56.7% | +46.3% |
| 3Y | +134.1% | +130.8% | +3.3% | +13.3% |
| 5Y | +363.8% | +94.9% | +268.9% | +154.1% |
| 10Y | +370.1% | +179.6% | +190.5% | +89.0% |
| All | +1,131.3% | +233.9% | +897.5% | +290.0% |
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 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