+186.4%
PAAS vs BHP
+363.1%
-176.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +0.5% |
| 7D | +8.8% | +3.5% | +5.4% | +6.6% |
| 30D | -8.5% | -4.5% | -4.0% | -5.5% |
| 3M | -17.0% | -6.4% | -10.7% | -12.9% |
| 6M | -27.9% | -0.1% | -27.8% | -26.8% |
| YTD | -17.5% | +43.0% | -60.5% | -31.3% |
| 1Y | +22.8% | +56.5% | -33.7% | -2.7% |
| 3Y | +224.2% | +62.0% | +162.2% | +151.7% |
| 5Y | +73.6% | +130.4% | -56.7% | +10.4% |
| 10Y | +186.4% | +349.1% | -162.7% | +31.0% |
| All | +186.4% | +363.1% | -176.8% | +31.0% |
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 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