+13.4%
PG vs BHP
+110.7%
-97.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.8% | -3.6% | +2.8% | -0.5% |
| 30D | +0.8% | -1.2% | +2.0% | +0.9% |
| 3M | -1.3% | +1.2% | -2.5% | -1.5% |
| 6M | -3.8% | +21.4% | -25.2% | -5.9% |
| YTD | +3.6% | +50.4% | -46.8% | -0.6% |
| 1Y | -5.7% | +67.5% | -73.2% | -10.6% |
| 3Y | +1.6% | +72.8% | -71.2% | -4.9% |
| All | +13.4% | +110.7% | -97.3% | +4.4% |
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