-1.9%
BDX vs PPG
-24.1%
+22.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.2% | -6.2% | +3.1% | -1.3% |
| 30D | -2.5% | -7.9% | +5.4% | -0.1% |
| 3M | +21.4% | -10.2% | +31.6% | +25.1% |
| 6M | +10.4% | +2.7% | +7.8% | +8.8% |
| YTD | +18.8% | +4.9% | +14.0% | +16.1% |
| 1Y | +21.7% | -3.2% | +24.9% | +21.6% |
| 3Y | -10.0% | -17.0% | +7.0% | -7.2% |
| All | -1.9% | -24.1% | +22.1% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling