+1,480.5%
BA vs PPG
+3,097.8%
-1,617.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.4% |
| 7D | -1.4% | -1.2% | -0.2% | -0.8% |
| 30D | -7.9% | +21.2% | -29.1% | -17.3% |
| 3M | -25.2% | +8.2% | -33.4% | -28.7% |
| 6M | -26.7% | +17.2% | -43.9% | -33.2% |
| YTD | -19.6% | +25.0% | -44.6% | -29.9% |
| 1Y | -10.6% | +33.5% | -44.1% | -24.8% |
| 3Y | -11.2% | +4.2% | -15.4% | -16.0% |
| 5Y | -20.4% | -12.7% | -7.8% | -18.5% |
| 10Y | +26.8% | +58.0% | -31.2% | -2.8% |
| All | +1,480.5% | +3,097.8% | -1,617.4% | +249.0% |
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