+22.6%
PG vs BBAI
-71.3%
+93.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.6% |
| 7D | -0.8% | -1.7% | +0.9% | -0.8% |
| 30D | +0.8% | -12.0% | +12.8% | +0.8% |
| 3M | -1.3% | -30.7% | +29.3% | -1.5% |
| 6M | -3.8% | -30.7% | +26.9% | -4.0% |
| YTD | +3.6% | -46.9% | +50.5% | +3.3% |
| 1Y | -5.7% | -41.1% | +35.3% | -5.9% |
| 3Y | +1.6% | +65.9% | -64.3% | +2.6% |
| 5Y | +14.6% | -70.9% | +85.5% | +11.0% |
| All | +22.6% | -71.3% | +93.9% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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