+1.6%
PG vs BP
+38.9%
-37.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.8% | +5.2% | -6.0% | -0.5% |
| 30D | +0.8% | +8.7% | -7.9% | +1.3% |
| 3M | -1.3% | +9.3% | -10.7% | -0.9% |
| 6M | -3.8% | +13.6% | -17.4% | -3.5% |
| YTD | +3.6% | +37.7% | -34.0% | +4.0% |
| 1Y | -5.7% | +40.6% | -46.4% | -5.4% |
| 3Y | +1.6% | +40.3% | -38.8% | +1.4% |
| All | +1.6% | +38.9% | -37.3% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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