+1,370.0%
BAC vs PPG
+2,691.0%
-1,321.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +1.1% |
| 7D | +1.2% | 0.0% | +1.1% | +1.1% |
| 30D | -0.7% | -7.8% | +7.1% | +4.4% |
| 3M | +16.9% | -2.2% | +19.1% | +17.4% |
| 6M | +29.6% | +4.1% | +25.4% | +23.4% |
| YTD | +15.3% | +9.1% | +6.2% | +5.7% |
| 1Y | +28.8% | +1.0% | +27.9% | +23.4% |
| 3Y | +136.4% | -13.3% | +149.7% | +144.1% |
| 5Y | +72.9% | -19.2% | +92.1% | +80.8% |
| 10Y | +391.8% | +25.9% | +365.9% | +271.3% |
| All | +1,370.0% | +2,691.0% | -1,321.0% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling