+604.9%
PPG vs BUD
+198.8%
+406.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.1% |
| 7D | 0.0% | +0.8% | -0.7% | -0.3% |
| 30D | -7.8% | -4.8% | -3.0% | -5.7% |
| 3M | -2.2% | +1.4% | -3.6% | -3.1% |
| 6M | +4.1% | +9.9% | -5.7% | -0.7% |
| YTD | +9.1% | +26.3% | -17.3% | -2.6% |
| 1Y | +1.0% | +36.1% | -35.2% | -13.1% |
| 3Y | -13.3% | +48.6% | -61.8% | -29.9% |
| 5Y | -19.2% | +45.0% | -64.2% | -34.9% |
| 10Y | +25.9% | -23.1% | +49.0% | +25.9% |
| All | +604.9% | +198.8% | +406.1% | +238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling