+14.3%
PAAS vs BHP
+54.8%
-40.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | -1.3% |
| 7D | +8.8% | +3.5% | +5.4% | +4.7% |
| 30D | -8.5% | -4.5% | -4.0% | -3.4% |
| 3M | -17.0% | -6.4% | -10.7% | -10.1% |
| 6M | -27.9% | -0.1% | -27.8% | -27.2% |
| YTD | -17.5% | +43.0% | -60.5% | -39.3% |
| All | +14.3% | +54.8% | -40.5% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling