+1.6%
PG vs BBWI
-45.3%
+46.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +1.4% |
| 7D | -0.8% | -4.8% | +4.0% | -0.7% |
| 30D | +0.8% | +3.5% | -2.7% | +0.7% |
| 3M | -1.3% | -0.3% | -1.0% | -1.4% |
| 6M | -3.8% | -5.4% | +1.5% | -3.9% |
| YTD | +3.6% | -4.7% | +8.3% | +3.4% |
| 1Y | -5.7% | -30.5% | +24.7% | -5.4% |
| 3Y | +1.6% | -44.3% | +45.9% | +0.3% |
| All | +1.6% | -45.3% | +46.9% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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