+662.0%
PBR vs BHP
+496.8%
+165.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +5.4% | -3.6% | +9.0% | +7.8% |
| 30D | +22.9% | -1.2% | +24.1% | +23.2% |
| 3M | +19.6% | +1.2% | +18.4% | +16.6% |
| 6M | +16.5% | +21.4% | -4.9% | -2.9% |
| YTD | +86.7% | +50.4% | +36.2% | +31.9% |
| 1Y | +74.7% | +67.5% | +7.2% | +12.8% |
| 3Y | +102.6% | +72.8% | +29.8% | +20.6% |
| 5Y | +566.6% | +112.6% | +454.0% | +201.9% |
| All | +662.0% | +496.8% | +165.2% | +28.4% |
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