+106.6%
PCAR vs BHP
+120.8%
-14.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.8% |
| 7D | +0.1% | +0.9% | -0.9% | -0.2% |
| 30D | -4.6% | -6.3% | +1.7% | -3.1% |
| 3M | -22.6% | -7.1% | -15.4% | -21.3% |
| 6M | -12.0% | -3.2% | -8.8% | -12.0% |
| YTD | -6.1% | +37.9% | -44.0% | -14.9% |
| 1Y | +6.3% | +49.7% | -43.4% | -5.8% |
| 3Y | +31.8% | +51.7% | -19.9% | +13.9% |
| All | +106.6% | +120.8% | -14.1% | +64.5% |
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