+5.3%
PPG vs BNS
+52.2%
-46.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.2% |
| 7D | -1.5% | +1.5% | -3.0% | -2.3% |
| 30D | -5.0% | +6.0% | -10.9% | -8.1% |
| 3M | +1.1% | +16.3% | -15.2% | -8.4% |
| 6M | -3.2% | +28.8% | -31.9% | -18.8% |
| YTD | +11.9% | +30.0% | -18.1% | -7.1% |
| 1Y | +5.3% | +50.7% | -45.4% | -19.7% |
| All | +5.3% | +52.2% | -46.9% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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