+111.0%
PBF vs BHP
+53.4%
+57.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.2% | -5.9% |
| 7D | -0.9% | -2.5% | +1.6% | -1.4% |
| 30D | -13.7% | -7.7% | -6.0% | -15.1% |
| 3M | +10.6% | -6.4% | +17.0% | +9.4% |
| 6M | +61.2% | +5.2% | +56.0% | +67.2% |
| YTD | +172.7% | +38.3% | +134.4% | +183.1% |
| 1Y | +111.0% | +53.4% | +57.6% | +115.6% |
| All | +111.0% | +53.4% | +57.6% | +115.6% |
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