+4,006.0%
PG vs BA
+1,890.7%
+2,115.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.5% |
| 7D | +1.9% | +1.2% | +0.7% | +1.7% |
| 30D | -0.2% | -11.6% | +11.4% | +1.7% |
| 3M | +4.8% | -2.4% | +7.2% | +4.9% |
| 6M | -6.1% | -6.6% | +0.5% | -5.5% |
| YTD | +4.5% | -2.2% | +6.7% | +4.2% |
| 1Y | -5.3% | -8.0% | +2.7% | -4.9% |
| 3Y | +2.6% | -5.0% | +7.6% | +0.2% |
| 5Y | +15.6% | -2.7% | +18.3% | +9.6% |
| 10Y | +118.0% | +75.9% | +42.1% | +65.1% |
| All | +4,006.0% | +1,890.7% | +2,115.3% | +1,304.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling