-8.6%
BN vs PPG
+5.2%
-13.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | -2.5% | -1.5% | -1.0% | -1.9% |
| 30D | -9.5% | -5.0% | -4.5% | -7.6% |
| 3M | -10.4% | +1.1% | -11.5% | -11.3% |
| 6M | -6.4% | -3.2% | -3.2% | -6.6% |
| YTD | -11.9% | +11.9% | -23.7% | -17.3% |
| 1Y | -8.6% | +5.3% | -13.9% | -11.1% |
| All | -8.6% | +5.2% | -13.8% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling