+2,856.5%
PEG vs BHP
+7,909.4%
-5,052.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.7% | -2.9% | +3.6% | +1.3% |
| 30D | -2.4% | +3.4% | -5.8% | -3.2% |
| 3M | -4.8% | +4.1% | -8.9% | -6.1% |
| 6M | -10.7% | +20.6% | -31.3% | -14.9% |
| YTD | -6.7% | +56.1% | -62.7% | -16.0% |
| 1Y | -6.8% | +69.6% | -76.4% | -17.8% |
| 3Y | +34.5% | +78.8% | -44.3% | +15.8% |
| 5Y | +35.8% | +113.1% | -77.3% | +10.1% |
| 10Y | +141.7% | +505.9% | -364.1% | +50.5% |
| All | +2,856.5% | +7,909.4% | -5,052.9% | +1,180.5% |
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