+5,095.0%
BDX vs PPG
+2,572.2%
+2,522.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.3% |
| 7D | -5.4% | -5.1% | -0.3% | -4.1% |
| 30D | -2.2% | -9.6% | +7.4% | +0.5% |
| 3M | +20.1% | -6.4% | +26.5% | +22.0% |
| 6M | +9.1% | +0.5% | +8.5% | +8.3% |
| YTD | +17.9% | +4.4% | +13.4% | +15.6% |
| 1Y | +22.1% | -0.9% | +23.0% | +21.3% |
| 3Y | -10.5% | -17.0% | +6.4% | -7.6% |
| 5Y | -2.6% | -23.7% | +21.1% | +1.0% |
| 10Y | +57.5% | +25.9% | +31.6% | +38.0% |
| All | +5,095.0% | +2,572.2% | +2,522.7% | +2,021.4% |
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