+278.5%
PPG vs BAH
+876.9%
-598.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.3% |
| 7D | 0.0% | -4.3% | +4.4% | +1.0% |
| 30D | -7.8% | -4.5% | -3.3% | -6.9% |
| 3M | -2.2% | -7.6% | +5.4% | -0.8% |
| 6M | +4.1% | -10.6% | +14.8% | +5.9% |
| YTD | +9.1% | -12.6% | +21.6% | +10.5% |
| 1Y | +1.0% | -27.0% | +27.9% | +6.6% |
| 3Y | -13.3% | -31.5% | +18.2% | -10.4% |
| 5Y | -19.2% | -3.8% | -15.4% | -25.5% |
| 10Y | +25.9% | +183.9% | -158.0% | -16.7% |
| All | +278.5% | +876.9% | -598.4% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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