+14,855.3%
BN vs PPG
+2,691.0%
+12,164.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.4% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -10.9% | -7.8% | -3.1% | -7.5% |
| 3M | -11.1% | -2.2% | -8.9% | -10.5% |
| 6M | -4.4% | +4.1% | -8.5% | -6.9% |
| YTD | -14.1% | +9.1% | -23.2% | -18.5% |
| 1Y | -11.1% | +1.0% | -12.0% | -12.6% |
| 3Y | +75.6% | -13.3% | +88.8% | +85.1% |
| 5Y | +35.8% | -19.2% | +55.0% | +46.8% |
| 10Y | +261.6% | +25.9% | +235.7% | +215.3% |
| All | +14,855.3% | +2,691.0% | +12,164.2% | +5,338.7% |
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