+13.1%
PSA vs BHP
+126.1%
-113.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -2.2% | +0.9% | -3.1% | -2.4% |
| 30D | -9.6% | +4.0% | -13.6% | -10.4% |
| 3M | -7.9% | +11.3% | -19.2% | -10.5% |
| 6M | -2.0% | +29.3% | -31.3% | -8.6% |
| YTD | +15.7% | +59.2% | -43.5% | +2.5% |
| 1Y | +5.8% | +80.8% | -75.1% | -9.4% |
| 3Y | +21.6% | +88.0% | -66.4% | +1.9% |
| 5Y | +13.1% | +126.6% | -113.5% | -8.0% |
| All | +13.1% | +126.1% | -113.0% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling