-21.4%
PFE vs BHP
+126.1%
-147.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -4.3% | +0.9% | -5.2% | -4.4% |
| 30D | +2.7% | +4.0% | -1.3% | +2.1% |
| 3M | +10.0% | +11.3% | -1.3% | +8.1% |
| 6M | +7.2% | +29.3% | -22.2% | +2.7% |
| YTD | +17.3% | +59.2% | -41.9% | +8.7% |
| 1Y | +20.3% | +80.8% | -60.5% | +9.0% |
| 3Y | -1.6% | +88.0% | -89.6% | -12.5% |
| 5Y | -21.4% | +126.6% | -148.0% | -28.0% |
| All | -21.4% | +126.1% | -147.4% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling