+304.1%
PBF vs BHP
+173.6%
+130.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +5.1% |
| 7D | -4.0% | +2.4% | -6.4% | -5.2% |
| 30D | -18.0% | -5.4% | -12.6% | -15.8% |
| 3M | +0.9% | -6.9% | +7.8% | +3.8% |
| 6M | +65.7% | -4.3% | +70.1% | +63.8% |
| YTD | +161.9% | +41.6% | +120.2% | +93.0% |
| 1Y | +77.8% | +53.3% | +24.5% | +23.8% |
| 3Y | +74.9% | +58.4% | +16.5% | +15.7% |
| 5Y | +423.4% | +121.3% | +302.1% | +164.7% |
| 10Y | +255.2% | +349.0% | -93.8% | +35.2% |
| All | +304.1% | +173.6% | +130.4% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling