+76.8%
PBF vs BHP
-9.1%
+85.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.2% |
| 7D | +6.5% | -0.5% | +7.0% | +6.4% |
| 30D | -20.0% | -4.5% | -15.5% | -20.3% |
| 3M | -3.3% | -6.9% | +3.5% | -4.1% |
| 6M | +76.8% | -10.6% | +87.4% | +71.8% |
| All | +76.8% | -9.1% | +85.9% | +71.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling