+15,068.3%
PCAR vs BHP
+7,909.4%
+7,158.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -0.5% | -2.9% | +2.4% | +0.7% |
| 30D | -6.2% | +3.4% | -9.6% | -7.6% |
| 3M | +5.9% | +4.1% | +1.8% | +3.5% |
| 6M | +0.4% | +20.6% | -20.2% | -7.9% |
| YTD | +14.8% | +56.1% | -41.2% | -5.5% |
| 1Y | +30.1% | +69.6% | -39.5% | +3.2% |
| 3Y | +66.7% | +78.8% | -12.2% | +26.5% |
| 5Y | +166.1% | +113.1% | +53.1% | +79.6% |
| 10Y | +353.7% | +505.9% | -152.2% | +86.7% |
| All | +15,068.3% | +7,909.4% | +7,158.9% | +2,748.4% |
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 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