+239.7%
PAAS vs BHP
+503.2%
-263.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.5% |
| 7D | +2.6% | +0.9% | +1.7% | +2.0% |
| 30D | +2.5% | +4.0% | -1.6% | +0.3% |
| 3M | +15.1% | +11.3% | +3.8% | +8.3% |
| 6M | -12.1% | +29.3% | -41.4% | -23.7% |
| YTD | +3.1% | +59.2% | -56.2% | -20.3% |
| 1Y | +50.8% | +80.8% | -30.0% | +8.6% |
| 3Y | +259.5% | +88.0% | +171.5% | +153.4% |
| 5Y | +126.3% | +126.6% | -0.3% | +41.5% |
| 10Y | +239.7% | +515.7% | -276.0% | +7.3% |
| All | +239.7% | +503.2% | -263.4% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling