+65.2%
PR vs BHP
+368.2%
-303.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +0.8% |
| 7D | -16.4% | +0.9% | -17.3% | -17.0% |
| 30D | -1.9% | -6.3% | +4.4% | +1.8% |
| 3M | +8.0% | -7.1% | +15.1% | +12.1% |
| 6M | +4.1% | -3.2% | +7.3% | +2.3% |
| YTD | +58.7% | +37.9% | +20.8% | +16.6% |
| 1Y | +75.8% | +49.7% | +26.1% | +21.1% |
| 3Y | +73.2% | +51.7% | +21.5% | +12.6% |
| 5Y | +230.1% | +122.0% | +108.1% | +50.4% |
| All | +65.2% | +368.2% | -303.0% | -32.7% |
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 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