+4,768.7%
BEN vs PPG
+2,625.9%
+2,142.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.1% |
| 7D | +3.4% | -3.7% | +7.1% | +5.8% |
| 30D | +1.8% | -7.2% | +9.0% | +6.6% |
| 3M | +8.4% | -7.3% | +15.7% | +12.8% |
| 6M | +35.6% | +0.3% | +35.4% | +33.4% |
| YTD | +46.4% | +6.5% | +39.8% | +37.8% |
| 1Y | +46.3% | +0.5% | +45.8% | +42.2% |
| 3Y | +54.6% | -15.3% | +69.9% | +65.0% |
| 5Y | +39.4% | -22.9% | +62.3% | +56.0% |
| 10Y | +57.6% | +28.4% | +29.2% | +23.7% |
| All | +4,768.7% | +2,625.9% | +2,142.8% | +768.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling