+22.6%
BAC vs PG
+31.4%
-8.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.7% |
| 7D | +3.2% | +2.7% | +0.6% | +2.6% |
| 30D | -0.7% | +9.2% | -9.9% | -2.9% |
| 3M | -20.0% | +18.5% | -38.5% | -23.4% |
| 6M | +3.4% | +21.1% | -17.6% | -1.7% |
| YTD | -5.7% | +21.9% | -27.7% | -11.1% |
| 1Y | -1.4% | +18.1% | -19.5% | -6.2% |
| 3Y | +97.9% | +20.6% | +77.4% | +82.8% |
| All | +22.6% | +31.4% | -8.8% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling