+1,410.7%
BP vs PPG
+2,583.7%
-1,172.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +5.2% | -6.2% | +11.5% | +7.8% |
| 30D | +8.7% | -7.9% | +16.6% | +12.0% |
| 3M | +9.3% | -10.2% | +19.6% | +12.7% |
| 6M | +13.6% | +2.7% | +10.9% | +9.3% |
| YTD | +37.7% | +4.9% | +32.8% | +30.5% |
| 1Y | +40.6% | -3.2% | +43.8% | +37.1% |
| 3Y | +40.3% | -17.0% | +57.3% | +42.9% |
| 5Y | +141.4% | -23.3% | +164.7% | +146.6% |
| 10Y | +136.1% | +26.4% | +109.7% | +91.8% |
| All | +1,410.7% | +2,583.7% | -1,172.9% | +421.2% |
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