+39.4%
PPL vs BHP
+115.8%
-76.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +2.7% | -2.9% | +5.6% | +3.0% |
| 30D | +0.5% | +3.4% | -2.9% | 0.0% |
| 3M | +0.7% | +4.1% | -3.4% | 0.0% |
| 6M | -7.6% | +20.6% | -28.2% | -10.2% |
| YTD | +1.8% | +56.1% | -54.2% | -4.7% |
| 1Y | -0.8% | +69.6% | -70.4% | -8.4% |
| 3Y | +56.9% | +78.8% | -21.9% | +41.9% |
| All | +39.4% | +115.8% | -76.4% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling