+1,149.3%
PSX vs BHP
+192.9%
+956.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.5% |
| 7D | +6.4% | +2.5% | +4.0% | +5.2% |
| 30D | -10.2% | -5.2% | -5.0% | -8.4% |
| 3M | +17.2% | -8.7% | +25.9% | +21.0% |
| 6M | +51.8% | -6.9% | +58.6% | +52.7% |
| YTD | +108.0% | +39.0% | +69.1% | +68.7% |
| 1Y | +96.1% | +48.9% | +47.2% | +53.5% |
| 3Y | +155.9% | +55.4% | +100.5% | +91.3% |
| 5Y | +306.9% | +119.2% | +187.7% | +145.7% |
| 10Y | +364.5% | +340.5% | +24.0% | +104.2% |
| All | +1,149.3% | +192.9% | +956.3% | +468.2% |
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