+74.7%
PBR vs BHP
+70.6%
+4.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +5.4% | -3.6% | +9.0% | +5.6% |
| 30D | +22.9% | -1.2% | +24.1% | +22.8% |
| 3M | +19.6% | +1.2% | +18.4% | +19.3% |
| 6M | +16.5% | +21.4% | -4.9% | +12.0% |
| YTD | +86.7% | +50.4% | +36.2% | +72.5% |
| 1Y | +74.7% | +67.5% | +7.2% | +59.5% |
| All | +74.7% | +70.6% | +4.1% | +59.5% |
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