+75.7%
PEP vs BHP
+498.2%
-422.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.9% |
| 7D | -1.4% | -3.7% | +2.4% | -0.8% |
| 30D | -0.2% | -0.8% | +0.6% | -0.2% |
| 3M | -4.3% | +7.6% | -11.9% | -5.9% |
| 6M | -13.2% | +20.8% | -34.0% | -16.8% |
| YTD | -1.9% | +50.8% | -52.6% | -10.0% |
| 1Y | -0.3% | +70.9% | -71.2% | -11.0% |
| 3Y | -13.6% | +78.0% | -91.6% | -24.5% |
| 5Y | +3.4% | +113.1% | -109.7% | -15.9% |
| All | +75.7% | +498.2% | -422.5% | +10.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling