+258.5%
BN vs PPG
+26.9%
+231.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -5.2% | -6.2% | +1.1% | -1.3% |
| 30D | -14.5% | -7.9% | -6.5% | -9.9% |
| 3M | -15.0% | -10.2% | -4.8% | -9.6% |
| 6M | -5.4% | +2.7% | -8.1% | -8.3% |
| YTD | -16.4% | +4.9% | -21.3% | -20.6% |
| 1Y | -16.2% | -3.2% | -13.1% | -16.5% |
| 3Y | +67.5% | -17.0% | +84.5% | +83.0% |
| 5Y | +34.1% | -23.3% | +57.5% | +50.8% |
| All | +258.5% | +26.9% | +231.6% | +189.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling