+1,112.1%
PSX vs BHP
+229.0%
+883.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +4.5% | -2.9% | +7.4% | +5.9% |
| 30D | +26.6% | +3.4% | +23.2% | +24.3% |
| 3M | +39.3% | +4.1% | +35.2% | +34.7% |
| 6M | +56.8% | +20.6% | +36.2% | +39.0% |
| YTD | +101.8% | +56.1% | +45.8% | +56.3% |
| 1Y | +99.6% | +69.6% | +30.0% | +47.7% |
| 3Y | +140.3% | +78.8% | +61.5% | +68.9% |
| 5Y | +339.3% | +113.1% | +226.3% | +172.2% |
| 10Y | +369.9% | +505.9% | -136.0% | +82.7% |
| All | +1,112.1% | +229.0% | +883.1% | +426.3% |
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