+160.1%
PM vs BHP
+124.0%
+36.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | -7.1% | +2.4% | -9.5% | -7.3% |
| 30D | -2.8% | -5.4% | +2.6% | -2.3% |
| 3M | +6.3% | -6.9% | +13.2% | +7.0% |
| 6M | +9.6% | -4.3% | +14.0% | +9.7% |
| YTD | +25.6% | +41.6% | -16.0% | +18.9% |
| 1Y | +29.7% | +53.3% | -23.7% | +21.4% |
| 3Y | +147.6% | +58.4% | +89.2% | +127.6% |
| 5Y | +160.1% | +121.3% | +38.8% | +134.0% |
| All | +160.1% | +124.0% | +36.1% | +134.0% |
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 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