+50.7%
PFE vs BHP
+345.2%
-294.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | -3.0% | +2.4% | -5.4% | -3.4% |
| 30D | +5.2% | -5.4% | +10.6% | +6.2% |
| 3M | +12.2% | -6.9% | +19.1% | +13.5% |
| 6M | +17.8% | -4.3% | +22.1% | +18.0% |
| YTD | +26.2% | +41.6% | -15.4% | +15.8% |
| 1Y | +23.2% | +53.3% | -30.1% | +11.0% |
| 3Y | +21.3% | +58.4% | -37.1% | +6.9% |
| 5Y | -23.1% | +121.3% | -144.4% | -38.8% |
| 10Y | +50.7% | +349.0% | -298.3% | 0.0% |
| All | +50.7% | +345.2% | -294.5% | 0.0% |
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