+2,971.7%
PEG vs BHP
+6,941.2%
-3,969.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.7% |
| 7D | +4.5% | -0.5% | +5.0% | +4.6% |
| 30D | +7.5% | -4.5% | +12.1% | +8.5% |
| 3M | +0.8% | -6.9% | +7.7% | +2.1% |
| 6M | 0.0% | -10.6% | +10.6% | +1.6% |
| YTD | -3.0% | +37.2% | -40.2% | -10.5% |
| 1Y | -4.7% | +48.0% | -52.8% | -13.5% |
| 3Y | +36.5% | +52.6% | -16.1% | +21.4% |
| 5Y | +44.4% | +116.5% | -72.1% | +16.6% |
| 10Y | +170.2% | +334.9% | -164.7% | +80.3% |
| All | +2,971.7% | +6,941.2% | -3,969.5% | +1,264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling