+48.8%
PFE vs BHP
+333.8%
-285.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +0.3% | -4.5% | +4.9% | +1.2% |
| 3M | +9.4% | -6.9% | +16.3% | +10.7% |
| 6M | +14.9% | -10.6% | +25.4% | +16.7% |
| YTD | +23.8% | +37.2% | -13.4% | +14.3% |
| 1Y | +19.5% | +48.0% | -28.5% | +8.5% |
| 3Y | +21.0% | +52.6% | -31.5% | +7.5% |
| 5Y | -23.9% | +116.5% | -140.3% | -39.2% |
| All | +48.8% | +333.8% | -285.0% | -0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling