+7,924.2%
BNY vs PPG
+2,583.7%
+5,340.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -1.3% | -6.2% | +4.9% | +2.4% |
| 30D | -0.2% | -7.9% | +7.8% | +4.6% |
| 3M | +14.9% | -10.2% | +25.2% | +21.2% |
| 6M | +40.0% | +2.7% | +37.3% | +34.9% |
| YTD | +42.0% | +4.9% | +37.1% | +34.0% |
| 1Y | +56.9% | -3.2% | +60.0% | +54.4% |
| 3Y | +289.9% | -17.0% | +306.9% | +309.1% |
| 5Y | +259.2% | -23.3% | +282.5% | +283.9% |
| 10Y | +413.3% | +26.4% | +386.9% | +283.4% |
| All | +7,924.2% | +2,583.7% | +5,340.5% | +1,299.2% |
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 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