+7.6%
PSA vs BHP
+69.4%
-61.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -3.7% | -2.9% | -0.8% | -3.3% |
| 30D | -7.7% | +3.4% | -11.1% | -8.1% |
| 3M | -0.6% | +4.1% | -4.7% | -1.1% |
| 6M | -0.9% | +20.6% | -21.5% | -5.9% |
| YTD | +18.7% | +56.1% | -37.4% | +7.9% |
| 1Y | +7.6% | +69.6% | -62.0% | -3.5% |
| All | +7.6% | +69.4% | -61.7% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling