+35.8%
BEN vs PPG
-24.1%
+59.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.3% |
| 7D | -3.1% | -6.2% | +3.1% | +0.8% |
| 30D | +0.2% | -7.9% | +8.1% | +5.4% |
| 3M | +6.8% | -10.2% | +17.1% | +13.4% |
| 6M | +38.1% | +2.7% | +35.4% | +33.5% |
| YTD | +44.3% | +4.9% | +39.5% | +36.4% |
| 1Y | +42.6% | -3.2% | +45.8% | +41.6% |
| 3Y | +52.3% | -17.0% | +69.3% | +65.3% |
| All | +35.8% | -24.1% | +59.8% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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