+1,470.0%
BA vs PPG
+3,083.8%
-1,613.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | 0.0% | +3.2% | -3.2% | -1.7% |
| 30D | -8.9% | +20.4% | -29.3% | -17.9% |
| 3M | -25.5% | +8.4% | -33.9% | -29.1% |
| 6M | -27.0% | +15.6% | -42.6% | -33.0% |
| YTD | -20.1% | +24.4% | -44.6% | -30.2% |
| 1Y | -11.0% | +32.9% | -43.9% | -25.0% |
| 3Y | -11.8% | +3.7% | -15.5% | -16.4% |
| 5Y | -20.6% | -13.7% | -6.9% | -18.2% |
| 10Y | +26.6% | +55.5% | -28.9% | -2.2% |
| All | +1,470.0% | +3,083.8% | -1,613.8% | +247.4% |
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