+3,309.4%
PEP vs BHP
+7,168.8%
-3,859.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | +0.1% |
| 7D | +1.1% | +2.4% | -1.3% | +0.7% |
| 30D | +13.6% | -5.4% | +19.0% | +14.4% |
| 3M | +5.1% | -6.9% | +12.0% | +6.0% |
| 6M | -1.6% | -4.3% | +2.7% | -1.6% |
| YTD | +3.3% | +41.6% | -38.3% | -3.0% |
| 1Y | +3.2% | +53.3% | -50.1% | -4.3% |
| 3Y | -3.9% | +58.4% | -62.3% | -12.3% |
| 5Y | +4.0% | +121.3% | -117.2% | -11.5% |
| 10Y | +90.1% | +349.0% | -258.8% | +41.2% |
| All | +3,309.4% | +7,168.8% | -3,859.5% | +1,423.6% |
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