+1.6%
PG vs BB
+64.9%
-63.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.7% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | +0.8% | -12.5% | +13.4% | +0.4% |
| 3M | -1.3% | -17.4% | +16.1% | -1.8% |
| 6M | -3.8% | +119.1% | -123.0% | -2.4% |
| YTD | +3.6% | +102.4% | -98.8% | +5.0% |
| 1Y | -5.7% | +98.2% | -103.9% | -4.4% |
| 3Y | +1.6% | +46.9% | -45.3% | +4.3% |
| All | +1.6% | +64.9% | -63.4% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling