+3.0%
PPG vs BIYA
-99.8%
+102.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | 0.0% | +2.7% | -2.7% | 0.0% |
| 30D | -7.8% | -18.7% | +10.9% | -7.8% |
| 3M | -2.2% | -72.0% | +69.8% | -2.5% |
| 6M | +4.1% | -86.4% | +90.5% | +4.7% |
| YTD | +9.1% | -94.2% | +103.2% | +9.9% |
| 1Y | +1.0% | -98.4% | +99.4% | +3.1% |
| All | +3.0% | -99.8% | +102.8% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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