+20.4%
PFE vs BHP
+71.4%
-51.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | 0.0% |
| 7D | -4.0% | -3.7% | -0.3% | -3.7% |
| 30D | +3.9% | -0.8% | +4.7% | +3.9% |
| 3M | +9.9% | +7.6% | +2.3% | +9.3% |
| 6M | +5.3% | +20.8% | -15.5% | +3.6% |
| YTD | +16.8% | +50.8% | -34.0% | +13.5% |
| 1Y | +20.4% | +70.9% | -50.5% | +18.7% |
| All | +20.4% | +71.4% | -51.0% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling