+8,106.0%
BHP vs PNR
+3,485.2%
+4,620.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.1% |
| 7D | +0.9% | -3.9% | +4.8% | +2.5% |
| 30D | +4.0% | -13.8% | +17.8% | +10.5% |
| 3M | +11.3% | -22.5% | +33.8% | +22.1% |
| 6M | +29.3% | -37.2% | +66.5% | +54.5% |
| YTD | +59.2% | -44.2% | +103.4% | +98.7% |
| 1Y | +80.8% | -46.6% | +127.5% | +129.7% |
| 3Y | +88.0% | -12.5% | +100.5% | +89.0% |
| 5Y | +126.6% | -19.3% | +146.0% | +129.3% |
| 10Y | +515.7% | +67.5% | +448.3% | +343.2% |
| All | +8,106.0% | +3,485.2% | +4,620.8% | +3,315.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling