+1,632.9%
PBR vs BHP
+3,546.5%
-1,913.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.3% |
| 7D | +2.5% | +1.3% | +1.2% | +1.6% |
| 30D | +19.4% | +4.0% | +15.4% | +15.7% |
| 3M | +20.8% | +12.3% | +8.5% | +8.8% |
| 6M | +23.5% | +30.8% | -7.3% | -3.4% |
| YTD | +83.4% | +58.8% | +24.6% | +23.1% |
| 1Y | +77.6% | +76.8% | +0.7% | +8.7% |
| 3Y | +99.9% | +87.5% | +12.4% | +10.8% |
| 5Y | +567.7% | +123.9% | +443.8% | +200.9% |
| 10Y | +621.5% | +504.4% | +117.1% | +55.9% |
| All | +1,632.9% | +3,546.5% | -1,913.6% | +182.9% |
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