+78.7%
PR vs BHP
+345.2%
-266.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.0% |
| 7D | -0.5% | +2.4% | -2.9% | -2.1% |
| 30D | -4.6% | -5.4% | +0.8% | -1.7% |
| 3M | +4.7% | -6.9% | +11.5% | +8.4% |
| 6M | +12.4% | -4.3% | +16.8% | +11.5% |
| YTD | +62.9% | +41.6% | +21.2% | +17.3% |
| 1Y | +70.6% | +53.3% | +17.3% | +15.4% |
| 3Y | +90.0% | +58.4% | +31.7% | +19.4% |
| 5Y | +255.5% | +121.3% | +134.3% | +62.8% |
| 10Y | +78.7% | +349.0% | -270.2% | -28.9% |
| All | +78.7% | +345.2% | -266.4% | -28.9% |
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