+3,439.0%
PFE vs BHP
+7,085.6%
-3,646.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.9% |
| 7D | -0.7% | +3.8% | -4.5% | -1.5% |
| 30D | +5.3% | -6.5% | +11.8% | +6.6% |
| 3M | +10.1% | -8.5% | +18.6% | +11.8% |
| 6M | +18.0% | -2.2% | +20.2% | +17.7% |
| YTD | +25.8% | +40.0% | -14.2% | +16.1% |
| 1Y | +28.4% | +51.3% | -22.9% | +16.6% |
| 3Y | +20.9% | +56.5% | -35.6% | +7.6% |
| 5Y | -21.5% | +130.2% | -151.7% | -36.8% |
| 10Y | +46.2% | +336.5% | -290.3% | -0.6% |
| All | +3,439.0% | +7,085.6% | -3,646.6% | +1,051.8% |
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