+35.3%
PFE vs BHP
+501.5%
-466.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.1% | -2.7% |
| 7D | -2.7% | +1.3% | -3.9% | -2.9% |
| 30D | +3.8% | +4.0% | -0.1% | +3.0% |
| 3M | +10.4% | +12.3% | -1.9% | +7.5% |
| 6M | +6.3% | +30.8% | -24.6% | -0.3% |
| YTD | +17.4% | +58.8% | -41.4% | +5.3% |
| 1Y | +21.1% | +76.8% | -55.7% | +5.9% |
| 3Y | -1.6% | +87.5% | -89.1% | -16.3% |
| 5Y | -22.2% | +123.9% | -146.0% | -38.0% |
| All | +35.3% | +501.5% | -466.2% | -19.6% |
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