+391.9%
BAC vs PPG
+26.3%
+365.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +1.0% |
| 7D | -0.3% | -5.1% | +4.9% | +2.8% |
| 30D | -1.8% | -9.6% | +7.8% | +4.1% |
| 3M | +15.3% | -6.4% | +21.7% | +18.9% |
| 6M | +30.2% | +0.5% | +29.6% | +27.0% |
| YTD | +15.6% | +4.4% | +11.1% | +9.1% |
| 1Y | +27.5% | -0.9% | +28.4% | +23.7% |
| 3Y | +137.0% | -17.0% | +154.0% | +152.2% |
| 5Y | +75.6% | -23.7% | +99.2% | +91.4% |
| All | +391.9% | +26.3% | +365.5% | +260.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling