+133.8%
PSX vs BHP
+81.1%
+52.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.2% |
| 7D | +2.8% | +1.3% | +1.6% | +2.5% |
| 30D | +27.8% | +4.0% | +23.8% | +26.4% |
| 3M | +42.0% | +12.3% | +29.7% | +37.2% |
| 6M | +58.1% | +30.8% | +27.3% | +43.4% |
| YTD | +105.0% | +58.8% | +46.3% | +70.4% |
| 1Y | +104.9% | +76.8% | +28.1% | +62.2% |
| All | +133.8% | +81.1% | +52.7% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling