+125.1%
PM vs BHP
+121.9%
+3.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | -1.3% | +1.3% | -2.6% | -1.4% |
| 30D | -2.6% | +4.0% | -6.5% | -3.0% |
| 3M | +5.8% | +12.3% | -6.5% | +4.2% |
| 6M | +10.6% | +30.8% | -20.3% | +6.3% |
| YTD | +17.2% | +58.8% | -41.6% | +9.7% |
| 1Y | +17.6% | +76.8% | -59.2% | +8.2% |
| 3Y | +124.3% | +87.5% | +36.8% | +101.8% |
| 5Y | +125.1% | +123.9% | +1.2% | +99.7% |
| All | +125.1% | +121.9% | +3.2% | +99.7% |
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