-16.2%
BA vs PPG
+2.6%
-18.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.1% | +0.7% | -1.8% | -1.5% |
| 30D | -7.1% | +17.6% | -24.7% | -14.7% |
| 3M | -25.5% | +7.5% | -33.0% | -28.4% |
| 6M | -28.7% | +17.6% | -46.4% | -34.6% |
| YTD | -21.0% | +22.6% | -43.6% | -30.3% |
| 1Y | -11.9% | +28.0% | -39.9% | -24.1% |
| 3Y | -16.2% | +1.8% | -17.9% | -16.5% |
| All | -16.2% | +2.6% | -18.7% | -16.5% |
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 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