+39.8%
BBY vs PPG
-2.4%
+42.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.7% |
| 7D | +0.7% | -5.1% | +5.8% | +2.4% |
| 30D | +5.8% | -9.6% | +15.3% | +9.1% |
| 3M | +18.0% | -6.4% | +24.4% | +20.6% |
| 6M | +39.8% | +0.5% | +39.3% | +40.6% |
| All | +39.8% | -2.4% | +42.2% | +40.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling