+116.1%
PG vs BAH
+207.9%
-91.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -0.8% | +4.3% | -5.1% | -1.5% |
| 30D | +0.8% | -2.5% | +3.3% | +1.2% |
| 3M | -1.3% | -0.9% | -0.4% | -1.5% |
| 6M | -3.8% | +1.5% | -5.3% | -4.8% |
| YTD | +3.6% | -8.0% | +11.6% | +3.6% |
| 1Y | -5.7% | -24.7% | +19.0% | -2.2% |
| 3Y | +1.6% | -28.4% | +30.0% | +2.3% |
| 5Y | +14.6% | +2.8% | +11.8% | +3.1% |
| All | +116.1% | +207.9% | -91.8% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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