-0.3%
BA vs PPG
-13.4%
+13.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.6% |
| 7D | +2.5% | 0.0% | +2.4% | +2.4% |
| 30D | -10.1% | -7.8% | -2.3% | -6.3% |
| 3M | -2.4% | -2.2% | -0.2% | -1.4% |
| 6M | -8.8% | +4.1% | -13.0% | -11.0% |
| YTD | -2.9% | +9.1% | -12.0% | -8.6% |
| 1Y | -8.8% | +1.0% | -9.7% | -10.6% |
| 3Y | -0.3% | -13.3% | +13.0% | -1.7% |
| All | -0.3% | -13.4% | +13.1% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling