+180.7%
PBF vs BHP
+71.4%
+109.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.3% | +6.1% | -0.4% |
| 7D | +2.3% | -3.7% | +6.0% | +1.5% |
| 30D | +11.6% | -0.8% | +12.4% | +11.4% |
| 3M | +81.7% | +7.6% | +74.1% | +84.9% |
| 6M | +96.4% | +20.8% | +75.6% | +107.2% |
| YTD | +189.5% | +50.8% | +138.7% | +190.3% |
| 1Y | +180.7% | +70.9% | +109.8% | +169.5% |
| All | +180.7% | +71.4% | +109.3% | +169.5% |
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