+801.9%
PBF vs BHP
+126.1%
+675.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +1.4% | +0.9% | +0.5% | +1.0% |
| 30D | +15.8% | +4.0% | +11.8% | +13.5% |
| 3M | +90.3% | +11.3% | +79.0% | +79.2% |
| 6M | +102.8% | +29.3% | +73.5% | +71.8% |
| YTD | +187.3% | +59.2% | +128.1% | +113.2% |
| 1Y | +161.8% | +80.8% | +81.0% | +78.6% |
| 3Y | +55.5% | +88.0% | -32.5% | +0.1% |
| 5Y | +801.9% | +126.6% | +675.3% | +403.1% |
| All | +801.9% | +126.1% | +675.8% | +403.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling