-6.7%
PG vs BB
+127.9%
-134.7%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -2.1% |
| 7D | -3.4% | +1.8% | -5.2% | -3.2% |
| 30D | -2.6% | -12.2% | +9.6% | -3.4% |
| 3M | -3.3% | -12.3% | +9.0% | -4.2% |
| 6M | -6.7% | +122.7% | -129.4% | -11.2% |
| All | -6.7% | +127.9% | -134.7% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling