+698.0%
PPG vs BB
+261.2%
+436.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.2% |
| 7D | -3.7% | +1.8% | -5.6% | -3.9% |
| 30D | -7.2% | -12.2% | +5.0% | -6.2% |
| 3M | -7.3% | -12.3% | +5.0% | -6.8% |
| 6M | +0.3% | +122.7% | -122.4% | -8.4% |
| YTD | +6.5% | +104.5% | -98.0% | -1.9% |
| 1Y | +0.5% | +106.7% | -106.1% | -7.9% |
| 3Y | -15.3% | +70.0% | -85.2% | -23.0% |
| 5Y | -22.9% | -27.8% | +4.9% | -25.8% |
| 10Y | +28.4% | +2.4% | +26.0% | +9.7% |
| All | +698.0% | +261.2% | +436.9% | +599.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling