+836.5%
PM vs BHP
+251.1%
+585.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | -7.1% | +2.4% | -9.5% | -7.6% |
| 30D | -2.8% | -5.4% | +2.6% | -1.7% |
| 3M | +6.3% | -6.9% | +13.2% | +7.7% |
| 6M | +9.6% | -4.3% | +14.0% | +9.5% |
| YTD | +25.6% | +41.6% | -16.0% | +13.7% |
| 1Y | +29.7% | +53.3% | -23.7% | +15.0% |
| 3Y | +147.6% | +58.4% | +89.2% | +113.8% |
| 5Y | +160.1% | +121.3% | +38.8% | +100.9% |
| 10Y | +260.9% | +349.0% | -88.1% | +124.2% |
| All | +836.5% | +251.1% | +585.4% | +401.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling