+24.1%
PPG vs BBWI
-55.0%
+79.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.9% |
| 7D | -6.2% | -4.8% | -1.4% | -5.4% |
| 30D | -7.9% | +3.5% | -11.4% | -8.9% |
| 3M | -10.2% | -0.3% | -9.9% | -10.6% |
| 6M | +2.7% | -5.4% | +8.0% | +2.5% |
| YTD | +4.9% | -4.7% | +9.6% | +4.2% |
| 1Y | -3.2% | -30.5% | +27.3% | +1.2% |
| 3Y | -17.0% | -44.3% | +27.3% | -12.4% |
| 5Y | -23.3% | -66.9% | +43.5% | -13.9% |
| All | +24.1% | -55.0% | +79.0% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling