-8.7%
PEG vs BHP
+70.6%
-79.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.9% | -3.6% | +2.7% | -0.8% |
| 30D | -3.7% | -1.2% | -2.5% | -3.8% |
| 3M | -7.3% | +1.2% | -8.5% | -7.4% |
| 6M | -10.5% | +21.4% | -31.9% | -12.4% |
| YTD | -7.5% | +50.4% | -57.9% | -10.0% |
| 1Y | -8.7% | +67.5% | -76.2% | -11.7% |
| All | -8.7% | +70.6% | -79.3% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1y: compounded portfolio wealth divided by compounded BHP 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…
1y analysis · Full analysis span regression · 6 months rolling