+165.5%
PG vs BA
+24.8%
+140.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | +0.6% | -0.6% | +1.1% | +0.6% |
| 30D | +10.5% | -8.0% | +18.5% | +11.3% |
| 3M | +17.4% | -25.8% | +43.2% | +20.5% |
| 6M | +18.4% | -27.6% | +46.0% | +21.6% |
| YTD | +20.7% | -21.0% | +41.6% | +22.7% |
| 1Y | +16.8% | -12.3% | +29.1% | +17.6% |
| 3Y | +20.1% | -12.8% | +32.9% | +19.2% |
| 5Y | +30.4% | -22.4% | +52.8% | +29.1% |
| All | +165.5% | +24.8% | +140.7% | +154.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling