+250.9%
PAAS vs BHP
+82.0%
+169.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.1% |
| 7D | -2.9% | -2.9% | 0.0% | -0.2% |
| 30D | +6.8% | +3.4% | +3.4% | +4.1% |
| 3M | -2.9% | +4.1% | -7.0% | -5.7% |
| 6M | -16.4% | +20.6% | -37.0% | -28.5% |
| YTD | 0.0% | +56.1% | -56.0% | -30.0% |
| 1Y | +54.3% | +69.6% | -15.3% | +1.0% |
| All | +250.9% | +82.0% | +169.0% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling