-33.4%
BAX vs PPG
-16.1%
-17.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -0.5% |
| 7D | -5.1% | -3.7% | -1.4% | -2.9% |
| 30D | -12.2% | -7.2% | -5.0% | -8.1% |
| 3M | +21.8% | -7.3% | +29.1% | +27.1% |
| 6M | +36.3% | +0.3% | +36.0% | +35.2% |
| YTD | +27.8% | +6.5% | +21.3% | +21.5% |
| 1Y | -0.1% | +0.5% | -0.6% | -1.9% |
| All | -33.4% | -16.1% | -17.3% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling