+211.8%
PM vs BHP
+503.2%
-291.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | -0.2% | +4.0% | -4.2% | -1.1% |
| 3M | +4.9% | +11.3% | -6.3% | +1.9% |
| 6M | +9.0% | +29.3% | -20.3% | +1.7% |
| YTD | +17.8% | +59.2% | -41.4% | +4.1% |
| 1Y | +16.8% | +80.8% | -64.0% | -0.3% |
| 3Y | +125.4% | +88.0% | +37.5% | +86.7% |
| 5Y | +128.7% | +126.6% | +2.0% | +73.3% |
| 10Y | +211.8% | +515.7% | -303.9% | +74.8% |
| All | +211.8% | +503.2% | -291.3% | +74.8% |
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 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