-23.7%
PPG vs BUD
+44.8%
-68.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -5.1% | -3.2% | -1.9% | -3.6% |
| 30D | -9.6% | -3.7% | -5.9% | -7.9% |
| 3M | -6.4% | -4.4% | -2.0% | -4.7% |
| 6M | +0.5% | +7.7% | -7.2% | -3.4% |
| YTD | +4.4% | +23.1% | -18.6% | -5.7% |
| 1Y | -0.9% | +33.6% | -34.5% | -14.0% |
| 3Y | -17.0% | +44.7% | -61.7% | -32.9% |
| 5Y | -23.7% | +44.9% | -68.6% | -39.7% |
| All | -23.7% | +44.8% | -68.4% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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