+17.0%
PG vs BA
-12.3%
+29.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +3.1% |
| 7D | +5.7% | +5.9% | -0.2% | +5.5% |
| 30D | +15.4% | -8.2% | +23.6% | +15.7% |
| 3M | +13.8% | -25.4% | +39.2% | +15.6% |
| 6M | +18.3% | -20.0% | +38.3% | +19.5% |
| YTD | +20.1% | -18.5% | +38.6% | +21.6% |
| 1Y | +17.0% | -10.6% | +27.6% | +19.7% |
| All | +17.0% | -12.3% | +29.3% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 1y: compounded portfolio wealth divided by compounded BA 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…
1y analysis · Full analysis span regression · 6 months rolling