+2,090.1%
PPL vs BHP
+7,909.4%
-5,819.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.7% | -2.9% | +5.6% | +3.2% |
| 30D | +0.5% | +3.4% | -2.9% | -0.3% |
| 3M | +0.7% | +4.1% | -3.4% | -0.6% |
| 6M | -7.6% | +20.6% | -28.2% | -11.7% |
| YTD | +1.8% | +56.1% | -54.2% | -7.8% |
| 1Y | -0.8% | +69.6% | -70.4% | -11.9% |
| 3Y | +56.9% | +78.8% | -21.9% | +36.0% |
| 5Y | +39.5% | +113.1% | -73.5% | +14.4% |
| 10Y | +55.4% | +505.9% | -450.5% | +0.5% |
| All | +2,090.1% | +7,909.4% | -5,819.3% | +906.5% |
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