+251.6%
PG vs BAH
+878.1%
-626.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -3.4% | -1.3% | -2.1% | -3.2% |
| 30D | -2.6% | -6.6% | +4.0% | -1.6% |
| 3M | -3.3% | -7.2% | +3.8% | -2.5% |
| 6M | -6.7% | -10.0% | +3.3% | -5.8% |
| YTD | +1.7% | -12.5% | +14.2% | +2.6% |
| 1Y | -7.9% | -27.9% | +20.0% | -4.4% |
| 3Y | +0.9% | -31.4% | +32.3% | +3.1% |
| 5Y | +12.6% | -3.2% | +15.9% | +6.6% |
| 10Y | +117.2% | +191.5% | -74.3% | +75.2% |
| All | +251.6% | +878.1% | -626.5% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling