-12.5%
PEP vs BHP
+87.4%
-99.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | +0.1% | +1.3% | -1.2% | 0.0% |
| 30D | +0.7% | +4.0% | -3.3% | +0.4% |
| 3M | -0.5% | +12.3% | -12.8% | -1.3% |
| 6M | -11.3% | +30.8% | -42.1% | -13.7% |
| YTD | -0.6% | +58.8% | -59.4% | -5.3% |
| 1Y | +1.7% | +76.8% | -75.2% | -4.5% |
| 3Y | -12.5% | +87.5% | -99.9% | -21.2% |
| All | -12.5% | +87.4% | -99.9% | -21.2% |
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