+73.2%
BHP vs PNR
-14.2%
+87.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -3.9% | -4.9% |
| 7D | -3.7% | -5.5% | +1.8% | -2.2% |
| 30D | -0.8% | -15.6% | +14.7% | +3.8% |
| 3M | +7.6% | -20.2% | +27.8% | +13.6% |
| 6M | +20.8% | -36.6% | +57.4% | +37.2% |
| YTD | +50.8% | -45.0% | +95.7% | +77.9% |
| 1Y | +70.9% | -47.4% | +118.4% | +104.8% |
| All | +73.2% | -14.2% | +87.5% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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