+18.4%
PG vs BA
-28.2%
+46.6%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | +0.6% | -0.6% | +1.1% | +0.6% |
| 30D | +10.5% | -8.0% | +18.5% | +10.5% |
| 3M | +17.4% | -25.8% | +43.2% | +18.9% |
| 6M | +18.4% | -27.6% | +46.0% | +20.7% |
| All | +18.4% | -28.2% | +46.6% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling