+1.6%
PG vs BBAI
+64.9%
-63.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.7% |
| 3M | -1.3% | -30.7% | +29.3% | -1.7% |
| 6M | -3.8% | -30.7% | +26.9% | -4.2% |
| YTD | +3.6% | -46.9% | +50.5% | +3.1% |
| 1Y | -5.7% | -41.1% | +35.3% | -6.1% |
| 3Y | +1.6% | +65.9% | -64.3% | +2.5% |
| All | +1.6% | +64.9% | -63.4% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling