+341.8%
PBF vs BHP
+496.8%
-155.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +5.3% | -3.6% | +8.9% | +7.9% |
| 30D | +11.7% | -1.2% | +12.9% | +11.8% |
| 3M | +91.1% | +1.2% | +89.9% | +85.5% |
| 6M | +88.4% | +21.4% | +67.0% | +51.1% |
| YTD | +194.1% | +50.4% | +143.6% | +95.3% |
| 1Y | +180.4% | +67.5% | +112.9% | +68.8% |
| 3Y | +59.3% | +72.8% | -13.5% | -11.0% |
| 5Y | +816.3% | +112.6% | +703.7% | +292.3% |
| All | +341.8% | +496.8% | -155.1% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling