+8,589.7%
PWR vs BHP
+4,191.6%
+4,398.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.5% |
| 7D | +4.5% | +1.3% | +3.3% | +3.9% |
| 30D | -4.9% | +4.0% | -8.9% | -6.9% |
| 3M | -7.9% | +12.3% | -20.2% | -13.0% |
| 6M | +18.3% | +30.8% | -12.5% | +3.8% |
| YTD | +51.5% | +58.8% | -7.3% | +21.0% |
| 1Y | +70.3% | +76.8% | -6.5% | +29.2% |
| 3Y | +210.6% | +87.5% | +123.1% | +124.0% |
| 5Y | +456.7% | +123.9% | +332.8% | +251.8% |
| 10Y | +2,396.1% | +504.4% | +1,891.7% | +846.7% |
| All | +8,589.7% | +4,191.6% | +4,398.1% | +1,628.6% |
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