+104.3%
PBR vs BHP
+72.0%
+32.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.3% | +7.5% | +3.4% |
| 7D | +4.2% | -3.7% | +8.0% | +5.1% |
| 30D | +22.7% | -0.8% | +23.6% | +22.7% |
| 3M | +21.5% | +7.6% | +13.9% | +18.5% |
| 6M | +24.0% | +20.8% | +3.2% | +15.3% |
| YTD | +88.2% | +50.8% | +37.5% | +61.9% |
| 1Y | +74.8% | +70.9% | +3.9% | +43.2% |
| All | +104.3% | +72.0% | +32.3% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling