+9.5%
PCAR vs BHP
+54.8%
-45.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.7% |
| 7D | +2.9% | +3.5% | -0.6% | +1.9% |
| 30D | -2.1% | -4.5% | +2.3% | -1.0% |
| 3M | -20.4% | -6.4% | -14.0% | -19.2% |
| 6M | -7.0% | -0.1% | -6.9% | -8.4% |
| YTD | -2.6% | +43.0% | -45.7% | -16.1% |
| All | +9.5% | +54.8% | -45.4% | -8.9% |
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 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