+169.5%
PR vs BHP
+547.5%
-378.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | +2.9% | -2.9% | +5.8% | +4.7% |
| 30D | +18.0% | +3.4% | +14.7% | +15.4% |
| 3M | +16.9% | +4.1% | +12.8% | +12.1% |
| 6M | +28.2% | +20.6% | +7.6% | +9.1% |
| YTD | +69.3% | +56.1% | +13.3% | +20.1% |
| 1Y | +69.5% | +69.6% | -0.1% | +12.7% |
| 3Y | +81.7% | +78.8% | +2.9% | +11.9% |
| 5Y | +422.2% | +113.1% | +309.2% | +178.0% |
| 10Y | +110.4% | +505.9% | -395.5% | -0.4% |
| All | +169.5% | +547.5% | -378.0% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling