+15,613.1%
PSA vs BHP
+6,941.2%
+8,671.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | +15.2% | -4.5% | +19.7% | +16.3% |
| 3M | +2.2% | -6.9% | +9.1% | +3.7% |
| 6M | +11.7% | -10.6% | +22.2% | +13.7% |
| YTD | +32.0% | +37.2% | -5.2% | +19.9% |
| 1Y | +26.3% | +48.0% | -21.8% | +12.4% |
| 3Y | +52.4% | +52.6% | -0.2% | +32.9% |
| 5Y | +26.3% | +116.5% | -90.2% | -1.6% |
| 10Y | +132.3% | +334.9% | -202.6% | +40.8% |
| All | +15,613.1% | +6,941.2% | +8,671.9% | +7,234.7% |
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 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