+200.2%
PTC vs BNS
+188.9%
+11.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | -7.3% | -0.4% | -6.9% | -7.0% |
| 30D | -11.6% | +3.5% | -15.1% | -13.5% |
| 3M | +10.5% | +14.1% | -3.6% | +2.2% |
| 6M | -17.8% | +33.8% | -51.6% | -30.8% |
| YTD | -24.9% | +29.5% | -54.4% | -35.9% |
| 1Y | -36.8% | +48.4% | -85.2% | -50.2% |
| 3Y | -8.7% | +129.6% | -138.3% | -45.2% |
| 5Y | +4.1% | +96.1% | -92.0% | -31.9% |
| All | +200.2% | +188.9% | +11.3% | +54.8% |
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