+73.2%
PR vs BHP
+50.5%
+22.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +1.5% |
| 7D | -16.4% | +0.9% | -17.3% | -16.6% |
| 30D | -1.9% | -6.3% | +4.4% | -0.4% |
| 3M | +8.0% | -7.1% | +15.1% | +9.6% |
| 6M | +4.1% | -3.2% | +7.3% | +3.5% |
| YTD | +58.7% | +37.9% | +20.8% | +34.2% |
| 1Y | +75.8% | +49.7% | +26.1% | +42.7% |
| 3Y | +73.2% | +51.7% | +21.5% | +28.7% |
| All | +73.2% | +50.5% | +22.6% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling