-3.5%
BA vs PPG
-20.0%
+16.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.7% |
| 7D | -1.2% | -3.7% | +2.6% | +1.0% |
| 30D | -11.3% | -7.2% | -4.1% | -7.5% |
| 3M | -3.8% | -7.3% | +3.6% | +0.3% |
| 6M | -8.3% | +0.3% | -8.5% | -8.9% |
| YTD | -4.9% | +6.5% | -11.5% | -9.8% |
| 1Y | -10.1% | +0.5% | -10.6% | -12.0% |
| 3Y | -2.3% | -15.3% | +13.0% | +3.3% |
| 5Y | -3.5% | -22.9% | +19.4% | +3.1% |
| All | -3.5% | -20.0% | +16.5% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling