-4.8%
PEP vs BHP
+60.3%
-65.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.2% |
| 7D | +1.0% | +3.5% | -2.4% | +0.9% |
| 30D | +12.6% | -4.5% | +17.1% | +12.8% |
| 3M | +3.1% | -6.4% | +9.5% | +3.4% |
| 6M | -6.3% | -0.1% | -6.2% | -6.5% |
| YTD | +1.9% | +43.0% | -41.1% | -2.1% |
| 1Y | +3.3% | +56.5% | -53.2% | -1.7% |
| 3Y | -4.8% | +62.0% | -66.9% | -11.7% |
| All | -4.8% | +60.3% | -65.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling