+39.5%
PL vs BHP
+67.0%
-27.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | +0.1% |
| 7D | +10.0% | -0.5% | +10.5% | +10.6% |
| 30D | -2.3% | -4.5% | +2.3% | +0.8% |
| 3M | -44.2% | -6.9% | -37.3% | -41.6% |
| 6M | -66.1% | -10.6% | -55.5% | -63.4% |
| YTD | -30.0% | +37.2% | -67.2% | -40.4% |
| 1Y | +21.0% | +48.0% | -27.0% | -1.3% |
| 3Y | +516.5% | +52.6% | +464.0% | +390.2% |
| 5Y | +32.0% | +116.5% | -84.4% | -2.8% |
| All | +39.5% | +67.0% | -27.5% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling