+287.1%
PCAR vs BHP
+333.8%
-46.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | +4.9% | -0.5% | +5.4% | +5.1% |
| 30D | -1.4% | -4.5% | +3.1% | +0.1% |
| 3M | -18.1% | -6.9% | -11.3% | -16.4% |
| 6M | -4.0% | -10.6% | +6.5% | -1.2% |
| YTD | -1.5% | +37.2% | -38.7% | -13.8% |
| 1Y | +13.2% | +48.0% | -34.8% | -3.7% |
| 3Y | +35.8% | +52.6% | -16.8% | +11.6% |
| 5Y | +114.6% | +116.5% | -1.8% | +46.2% |
| All | +287.1% | +333.8% | -46.7% | +84.0% |
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