+172.3%
PCAR vs BHP
+115.8%
+56.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -0.5% | -2.9% | +2.4% | +0.3% |
| 30D | -6.2% | +3.4% | -9.6% | -7.1% |
| 3M | +5.9% | +4.1% | +1.8% | +4.4% |
| 6M | +0.4% | +20.6% | -20.2% | -5.3% |
| YTD | +14.8% | +56.1% | -41.2% | +1.0% |
| 1Y | +30.1% | +69.6% | -39.5% | +11.7% |
| 3Y | +66.7% | +78.8% | -12.2% | +38.4% |
| All | +172.3% | +115.8% | +56.5% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling