+438.6%
PWR vs BHP
+112.0%
+326.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | +0.6% |
| 7D | -0.2% | -3.7% | +3.5% | +1.1% |
| 30D | -7.7% | -0.8% | -6.9% | -7.7% |
| 3M | -4.9% | +7.6% | -12.5% | -7.8% |
| 6M | +9.7% | +20.8% | -11.1% | +2.0% |
| YTD | +46.7% | +50.8% | -4.1% | +26.4% |
| 1Y | +58.7% | +70.9% | -12.2% | +31.2% |
| 3Y | +200.7% | +78.0% | +122.7% | +140.7% |
| 5Y | +438.6% | +113.1% | +325.5% | +300.0% |
| All | +438.6% | +112.0% | +326.6% | +300.0% |
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 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