+141.3%
BP vs PPG
-24.6%
+165.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.2% |
| 7D | +5.7% | -5.1% | +10.9% | +6.6% |
| 30D | +8.1% | -9.6% | +17.6% | +9.7% |
| 3M | +8.6% | -6.4% | +15.0% | +9.0% |
| 6M | +18.1% | +0.5% | +17.6% | +15.9% |
| YTD | +37.6% | +4.4% | +33.2% | +32.9% |
| 1Y | +39.4% | -0.9% | +40.3% | +36.2% |
| 3Y | +40.1% | -17.0% | +57.0% | +41.3% |
| 5Y | +141.3% | -23.7% | +165.0% | +146.3% |
| All | +141.3% | -24.6% | +165.9% | +146.3% |
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