+565.1%
PG vs BB
+261.2%
+303.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -2.0% |
| 7D | -3.4% | +1.8% | -5.2% | -3.4% |
| 30D | -2.6% | -12.2% | +9.6% | -2.4% |
| 3M | -3.3% | -12.3% | +9.0% | -3.3% |
| 6M | -6.7% | +122.7% | -129.4% | -8.1% |
| YTD | +1.7% | +104.5% | -102.7% | +0.3% |
| 1Y | -7.9% | +106.7% | -114.6% | -9.3% |
| 3Y | +0.9% | +70.0% | -69.0% | -0.8% |
| 5Y | +12.6% | -27.8% | +40.4% | +11.7% |
| 10Y | +117.2% | +2.4% | +114.8% | +109.2% |
| All | +565.1% | +261.2% | +303.9% | +554.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling