+84.5%
PR vs BHP
+333.8%
-249.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +2.1% |
| 7D | +6.0% | -0.5% | +6.5% | +6.1% |
| 30D | -4.2% | -4.5% | +0.3% | -1.8% |
| 3M | +10.0% | -6.9% | +16.8% | +13.8% |
| 6M | +15.6% | -10.6% | +26.2% | +20.0% |
| YTD | +68.2% | +37.2% | +31.0% | +23.6% |
| 1Y | +79.2% | +48.0% | +31.2% | +24.1% |
| 3Y | +94.9% | +52.6% | +42.4% | +25.6% |
| 5Y | +272.8% | +116.5% | +156.3% | +72.7% |
| All | +84.5% | +333.8% | -249.3% | -25.1% |
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