+24.1%
PPG vs BNS
+188.9%
-164.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | 0.0% |
| 7D | -6.2% | -0.4% | -5.9% | -6.0% |
| 30D | -7.9% | +3.5% | -11.4% | -10.2% |
| 3M | -10.2% | +14.1% | -24.3% | -18.0% |
| 6M | +2.7% | +33.8% | -31.1% | -15.4% |
| YTD | +4.9% | +29.5% | -24.6% | -12.0% |
| 1Y | -3.2% | +48.4% | -51.6% | -25.8% |
| 3Y | -17.0% | +129.6% | -146.6% | -53.0% |
| 5Y | -23.3% | +96.1% | -119.4% | -52.1% |
| All | +24.1% | +188.9% | -164.8% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling