+64.8%
PR vs BHP
+363.1%
-298.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -3.5% |
| 7D | -12.4% | +3.5% | -15.9% | -14.5% |
| 30D | -6.6% | -4.5% | -2.1% | -4.2% |
| 3M | +7.5% | -6.4% | +13.9% | +11.0% |
| 6M | +10.8% | -0.1% | +10.8% | +6.6% |
| YTD | +57.0% | +43.0% | +14.0% | +12.4% |
| 1Y | +67.9% | +56.5% | +11.4% | +12.0% |
| 3Y | +87.6% | +62.0% | +25.5% | +16.0% |
| 5Y | +220.4% | +130.4% | +90.0% | +41.9% |
| 10Y | +64.8% | +349.1% | -284.2% | -34.9% |
| All | +64.8% | +363.1% | -298.3% | -34.9% |
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