+376.3%
PSX vs BHP
+498.2%
-121.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | +1.8% |
| 7D | +1.5% | -3.7% | +5.2% | +3.4% |
| 30D | +15.8% | -0.8% | +16.7% | +15.9% |
| 3M | +43.0% | +7.6% | +35.4% | +35.6% |
| 6M | +61.1% | +20.8% | +40.3% | +40.4% |
| YTD | +104.5% | +50.8% | +53.8% | +55.9% |
| 1Y | +102.5% | +70.9% | +31.6% | +43.1% |
| 3Y | +133.5% | +78.0% | +55.5% | +55.9% |
| 5Y | +367.0% | +113.1% | +253.9% | +163.7% |
| All | +376.3% | +498.2% | -121.9% | +63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling