+2,151.7%
PPL vs BHP
+6,976.6%
-4,824.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.9% |
| 7D | +0.4% | +0.9% | -0.5% | +0.2% |
| 30D | +5.4% | -6.3% | +11.7% | +6.7% |
| 3M | +4.3% | -7.1% | +11.4% | +5.5% |
| 6M | -1.3% | -3.2% | +1.9% | -1.5% |
| YTD | +4.7% | +37.9% | -33.2% | -3.1% |
| 1Y | +1.3% | +49.7% | -48.4% | -7.9% |
| 3Y | +57.2% | +51.7% | +5.5% | +40.6% |
| 5Y | +48.2% | +122.0% | -73.8% | +20.3% |
| 10Y | +62.7% | +382.4% | -319.7% | +9.9% |
| All | +2,151.7% | +6,976.6% | -4,824.9% | +958.0% |
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