+82.2%
PR vs BHP
+339.3%
-257.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +3.3% |
| 7D | +6.7% | +2.5% | +4.2% | +4.8% |
| 30D | -6.1% | -5.2% | -0.9% | -3.3% |
| 3M | +6.9% | -8.7% | +15.6% | +12.1% |
| 6M | +14.6% | -6.9% | +21.5% | +15.6% |
| YTD | +66.1% | +39.0% | +27.2% | +21.1% |
| 1Y | +77.0% | +48.9% | +28.1% | +22.2% |
| 3Y | +93.8% | +55.4% | +38.5% | +23.3% |
| 5Y | +268.2% | +119.2% | +149.0% | +69.2% |
| All | +82.2% | +339.3% | -257.1% | -26.6% |
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