+4.4%
PEP vs BHP
+46.1%
-41.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.2% |
| 7D | +2.9% | -0.5% | +3.4% | +2.9% |
| 30D | +12.5% | -4.5% | +17.0% | +12.3% |
| 3M | +4.5% | -6.9% | +11.4% | +4.4% |
| 6M | -0.5% | -10.6% | +10.1% | 0.0% |
| YTD | +4.4% | +37.2% | -32.8% | +2.6% |
| 1Y | +4.4% | +48.0% | -43.7% | +2.1% |
| All | +4.4% | +46.1% | -41.8% | +2.1% |
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