+368.5%
PSX vs BHP
+126.1%
+242.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.5% |
| 7D | +1.8% | +0.9% | +0.9% | +1.5% |
| 30D | +21.6% | +4.0% | +17.6% | +19.8% |
| 3M | +46.5% | +11.3% | +35.2% | +39.8% |
| 6M | +62.0% | +29.3% | +32.7% | +43.5% |
| YTD | +106.3% | +59.2% | +47.1% | +65.6% |
| 1Y | +103.0% | +80.8% | +22.1% | +53.3% |
| 3Y | +135.5% | +88.0% | +47.5% | +70.1% |
| 5Y | +368.5% | +126.6% | +241.9% | +201.1% |
| All | +368.5% | +126.1% | +242.4% | +201.1% |
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