-1.5%
BAC vs PG
+15.9%
-17.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.7% | +3.8% |
| 7D | +1.5% | +5.7% | -4.2% | +1.2% |
| 30D | -4.4% | +15.4% | -19.8% | -5.0% |
| 3M | -17.5% | +13.8% | -31.3% | -18.0% |
| 6M | -0.1% | +18.3% | -18.4% | -0.7% |
| YTD | -4.6% | +20.1% | -24.8% | -7.3% |
| 1Y | -1.5% | +17.0% | -18.5% | -3.7% |
| All | -1.5% | +15.9% | -17.4% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling