+136.0%
BAC vs PG
+0.9%
+135.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.3% | -2.7% | +2.4% | 0.0% |
| 30D | -1.8% | -1.5% | -0.2% | -1.6% |
| 3M | +15.3% | -3.4% | +18.7% | +15.7% |
| 6M | +30.2% | -7.0% | +37.1% | +30.9% |
| YTD | +15.6% | +2.0% | +13.6% | +14.7% |
| 1Y | +27.5% | -6.5% | +33.9% | +27.9% |
| All | +136.0% | +0.9% | +135.1% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling