+3,899.5%
PG vs BN
+14,569.6%
-10,670.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.7% |
| 7D | -3.4% | -3.0% | -0.4% | -2.9% |
| 30D | -2.6% | -13.0% | +10.4% | -0.2% |
| 3M | -3.3% | -15.2% | +11.9% | -0.5% |
| 6M | -6.7% | -5.9% | -0.8% | -5.9% |
| YTD | +1.7% | -15.8% | +17.5% | +4.3% |
| 1Y | -7.9% | -12.2% | +4.3% | -6.5% |
| 3Y | +0.9% | +72.2% | -71.3% | -11.2% |
| 5Y | +12.6% | +33.2% | -20.6% | +2.3% |
| 10Y | +117.2% | +264.7% | -147.5% | +60.5% |
| All | +3,899.5% | +14,569.6% | -10,670.2% | +1,902.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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