+111.8%
BHP vs PNR
-21.7%
+133.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | -3.6% | -6.0% | +2.4% | -1.7% |
| 30D | -1.2% | -14.0% | +12.8% | +3.5% |
| 3M | +1.2% | -21.7% | +22.9% | +8.2% |
| 6M | +21.4% | -37.3% | +58.7% | +39.8% |
| YTD | +50.4% | -45.1% | +95.5% | +80.1% |
| 1Y | +67.5% | -49.1% | +116.6% | +105.9% |
| 3Y | +72.8% | -14.8% | +87.7% | +73.5% |
| All | +111.8% | -21.7% | +133.5% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling