-23.1%
PPG vs BB
-26.5%
+3.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -6.2% | -0.4% | -5.9% | -6.2% |
| 30D | -7.9% | -12.5% | +4.6% | -6.2% |
| 3M | -10.2% | -17.4% | +7.2% | -8.8% |
| 6M | +2.7% | +119.1% | -116.5% | -12.8% |
| YTD | +4.9% | +102.4% | -97.5% | -9.8% |
| 1Y | -3.2% | +98.2% | -101.4% | -17.1% |
| 3Y | -17.0% | +46.9% | -63.9% | -28.1% |
| All | -23.1% | -26.5% | +3.4% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 5y: compounded portfolio wealth divided by compounded BB 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…
5y analysis · Full analysis span regression · 6 months rolling