+7,670.1%
BHP vs PPG
+2,572.2%
+5,097.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -4.2% |
| 7D | -3.7% | -5.1% | +1.4% | -0.9% |
| 30D | -0.8% | -9.6% | +8.7% | +4.7% |
| 3M | +7.6% | -6.4% | +14.0% | +11.0% |
| 6M | +20.8% | +0.5% | +20.3% | +19.5% |
| YTD | +50.8% | +4.4% | +46.3% | +45.3% |
| 1Y | +70.9% | -0.9% | +71.8% | +68.7% |
| 3Y | +78.0% | -17.0% | +95.0% | +91.2% |
| 5Y | +113.1% | -23.7% | +136.7% | +131.2% |
| 10Y | +483.0% | +25.9% | +457.2% | +358.2% |
| All | +7,670.1% | +2,572.2% | +5,097.9% | +2,252.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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