+14.5%
PG vs BA
-1.3%
+15.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -0.4% | +2.5% | -2.9% | -0.6% |
| 30D | -0.1% | -10.1% | +10.0% | +0.5% |
| 3M | +1.1% | -2.4% | +3.5% | +1.1% |
| 6M | -3.8% | -8.8% | +5.0% | -3.5% |
| YTD | +3.8% | -2.9% | +6.8% | +3.8% |
| 1Y | -5.8% | -8.8% | +3.0% | -5.5% |
| 3Y | +3.0% | -0.3% | +3.3% | +1.8% |
| 5Y | +14.5% | -0.3% | +14.8% | +9.5% |
| All | +14.5% | -1.3% | +15.8% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling