+1,821.9%
BA vs PPG
+2,762.5%
-940.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | 0.0% |
| 7D | +1.2% | -1.5% | +2.6% | +2.0% |
| 30D | -11.6% | -5.0% | -6.7% | -9.2% |
| 3M | -2.4% | +1.1% | -3.5% | -3.1% |
| 6M | -6.6% | -3.2% | -3.5% | -5.7% |
| YTD | -2.2% | +11.9% | -14.1% | -9.0% |
| 1Y | -8.0% | +5.3% | -13.3% | -11.9% |
| 3Y | -5.0% | -15.0% | +10.0% | +0.6% |
| 5Y | -2.7% | -19.6% | +16.9% | +4.6% |
| 10Y | +75.9% | +27.0% | +48.8% | +51.0% |
| All | +1,821.9% | +2,762.5% | -940.6% | +353.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling