+119.0%
PAAS vs BHP
+115.8%
+3.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.1% |
| 7D | -2.9% | -2.9% | 0.0% | -0.7% |
| 30D | +6.8% | +3.4% | +3.4% | +4.7% |
| 3M | -2.9% | +4.1% | -7.0% | -5.0% |
| 6M | -16.4% | +20.6% | -37.0% | -25.8% |
| YTD | 0.0% | +56.1% | -56.0% | -24.5% |
| 1Y | +54.3% | +69.6% | -15.3% | +10.5% |
| 3Y | +230.7% | +78.8% | +151.9% | +128.4% |
| All | +119.0% | +115.8% | +3.1% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling