+2,600.6%
PPG vs BBWI
+930.0%
+1,670.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +4.0% | -0.8% |
| 7D | -3.7% | -4.4% | +0.7% | -2.7% |
| 30D | -7.2% | -7.4% | +0.2% | -5.8% |
| 3M | -7.3% | -2.2% | -5.1% | -7.4% |
| 6M | +0.3% | -16.3% | +16.6% | +3.1% |
| YTD | +6.5% | -9.1% | +15.7% | +6.8% |
| 1Y | +0.5% | -34.5% | +35.1% | +7.5% |
| 3Y | -15.3% | -47.0% | +31.7% | -8.7% |
| 5Y | -22.9% | -68.8% | +46.0% | -9.3% |
| 10Y | +28.4% | -57.4% | +85.7% | +15.9% |
| All | +2,600.6% | +930.0% | +1,670.6% | +831.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling