+26.8%
BA vs PPG
+57.1%
-30.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.4% |
| 7D | -1.4% | -1.2% | -0.2% | -0.6% |
| 30D | -7.9% | +21.2% | -29.1% | -20.1% |
| 3M | -25.2% | +8.2% | -33.4% | -29.8% |
| 6M | -26.7% | +17.2% | -43.9% | -35.4% |
| YTD | -19.6% | +25.0% | -44.6% | -33.5% |
| 1Y | -10.6% | +33.5% | -44.1% | -29.7% |
| 3Y | -11.2% | +4.2% | -15.4% | -18.6% |
| 5Y | -20.4% | -12.7% | -7.8% | -18.6% |
| 10Y | +26.8% | +58.0% | -31.2% | -19.5% |
| All | +26.8% | +57.1% | -30.3% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling