-10.0%
BDX vs PPG
-17.4%
+7.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.2% | -6.2% | +3.1% | -1.1% |
| 30D | -2.5% | -7.9% | +5.4% | +0.1% |
| 3M | +21.4% | -10.2% | +31.6% | +25.4% |
| 6M | +10.4% | +2.7% | +7.8% | +8.5% |
| YTD | +18.8% | +4.9% | +14.0% | +15.4% |
| 1Y | +21.7% | -3.2% | +24.9% | +21.4% |
| 3Y | -10.0% | -17.0% | +7.0% | -7.0% |
| All | -10.0% | -17.4% | +7.4% | -7.0% |
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