+73.1%
BAC vs PG
+14.0%
+59.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | -2.8% | +0.8% | -3.6% | -3.0% |
| 3M | +14.2% | -1.3% | +15.6% | +14.5% |
| 6M | +30.5% | -3.8% | +34.4% | +31.6% |
| YTD | +15.8% | +3.6% | +12.2% | +13.8% |
| 1Y | +26.2% | -5.7% | +31.9% | +27.5% |
| 3Y | +136.5% | +1.6% | +134.9% | +128.4% |
| All | +73.1% | +14.0% | +59.0% | +51.7% |
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 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