+875.9%
BAX vs PPG
+2,762.5%
-1,886.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | -1.1% | -1.5% | +0.3% | -0.7% |
| 30D | -5.5% | -5.0% | -0.5% | -3.9% |
| 3M | +33.5% | +1.1% | +32.4% | +33.0% |
| 6M | +35.9% | -3.2% | +39.0% | +37.1% |
| YTD | +35.4% | +11.9% | +23.5% | +30.6% |
| 1Y | +9.8% | +5.3% | +4.4% | +7.9% |
| 3Y | -32.7% | -15.0% | -17.7% | -29.8% |
| 5Y | -65.6% | -19.6% | -46.0% | -64.1% |
| 10Y | -34.9% | +27.0% | -62.0% | -42.6% |
| All | +875.9% | +2,762.5% | -1,886.6% | +239.4% |
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