+73.1%
BAC vs PPG
-24.1%
+97.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | 0.0% | -6.2% | +6.3% | +2.9% |
| 30D | -2.8% | -7.9% | +5.2% | +0.8% |
| 3M | +14.2% | -10.2% | +24.5% | +19.3% |
| 6M | +30.5% | +2.7% | +27.9% | +27.0% |
| YTD | +15.8% | +4.9% | +10.9% | +10.6% |
| 1Y | +26.2% | -3.2% | +29.4% | +25.1% |
| 3Y | +136.5% | -17.0% | +153.5% | +150.5% |
| All | +73.1% | -24.1% | +97.1% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling