+12,760.8%
PCAR vs BHP
+7,239.7%
+5,521.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.2% |
| 7D | +2.9% | +3.5% | -0.6% | +1.5% |
| 30D | -2.1% | -4.5% | +2.3% | -0.5% |
| 3M | -20.4% | -6.4% | -14.0% | -18.7% |
| 6M | -7.0% | -0.1% | -6.9% | -8.2% |
| YTD | -2.6% | +43.0% | -45.7% | -17.4% |
| 1Y | +9.8% | +56.5% | -46.7% | -10.2% |
| 3Y | +37.3% | +62.0% | -24.8% | +8.0% |
| 5Y | +116.4% | +130.4% | -13.9% | +41.0% |
| 10Y | +293.0% | +349.1% | -56.1% | +82.6% |
| All | +12,760.8% | +7,239.7% | +5,521.1% | +2,390.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling