+3,280.0%
PFE vs BHP
+7,909.4%
-4,629.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +1.8% | -2.9% | +4.6% | +2.3% |
| 30D | +10.2% | +3.4% | +6.9% | +9.5% |
| 3M | +12.7% | +4.1% | +8.6% | +11.4% |
| 6M | +10.5% | +20.6% | -10.0% | +5.7% |
| YTD | +20.2% | +56.1% | -35.9% | +8.7% |
| 1Y | +24.1% | +69.6% | -45.5% | +10.2% |
| 3Y | -3.6% | +78.8% | -82.4% | -16.3% |
| 5Y | -20.9% | +113.1% | -133.9% | -35.2% |
| 10Y | +35.8% | +505.9% | -470.0% | -13.4% |
| All | +3,280.0% | +7,909.4% | -4,629.4% | +979.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling