+964.4%
PAAS vs BHP
+3,290.1%
-2,325.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -4.7% |
| 7D | +4.2% | +3.8% | +0.4% | +2.3% |
| 30D | -13.8% | -6.5% | -7.3% | -10.4% |
| 3M | -22.7% | -8.5% | -14.2% | -18.4% |
| 6M | -32.1% | -2.2% | -29.9% | -30.4% |
| YTD | -22.3% | +40.0% | -62.3% | -33.0% |
| 1Y | +7.7% | +51.3% | -43.7% | -10.6% |
| 3Y | +214.0% | +56.5% | +157.5% | +157.1% |
| 5Y | +63.2% | +130.2% | -67.0% | +8.1% |
| 10Y | +185.5% | +336.5% | -151.0% | +30.3% |
| All | +964.4% | +3,290.1% | -2,325.8% | +277.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling