+359.1%
PCAR vs BHP
+509.4%
-150.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.4% |
| 7D | 0.0% | +1.3% | -1.2% | -0.4% |
| 30D | -7.7% | +4.0% | -11.7% | -9.1% |
| 3M | +3.7% | +12.3% | -8.6% | -1.0% |
| 6M | +2.3% | +30.8% | -28.5% | -8.1% |
| YTD | +12.8% | +58.8% | -46.0% | -5.9% |
| 1Y | +27.8% | +76.8% | -49.1% | +2.1% |
| 3Y | +61.8% | +87.5% | -25.7% | +23.8% |
| 5Y | +168.2% | +123.9% | +44.3% | +82.4% |
| 10Y | +359.1% | +504.4% | -145.3% | +94.4% |
| All | +359.1% | +509.4% | -150.4% | +94.4% |
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