+1,269.9%
PAAS vs BHP
+3,678.8%
-2,408.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.2% |
| 7D | -2.9% | -2.9% | 0.0% | -1.4% |
| 30D | +6.8% | +3.4% | +3.4% | +5.3% |
| 3M | -2.9% | +4.1% | -7.0% | -4.2% |
| 6M | -16.4% | +20.6% | -37.0% | -23.1% |
| YTD | 0.0% | +56.1% | -56.0% | -18.9% |
| 1Y | +54.3% | +69.6% | -15.3% | +20.1% |
| 3Y | +230.7% | +78.8% | +151.9% | +151.1% |
| 5Y | +111.6% | +113.1% | -1.4% | +44.0% |
| 10Y | +211.7% | +505.9% | -294.2% | +20.3% |
| All | +1,269.9% | +3,678.8% | -2,408.9% | +356.8% |
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