+53.4%
BHP vs PFG
+46.8%
+6.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.6% | +1.5% |
| 7D | -2.5% | +4.9% | -7.4% | -3.7% |
| 30D | -7.7% | +5.7% | -13.4% | -9.0% |
| 3M | -6.4% | +2.6% | -8.9% | -7.0% |
| 6M | +5.2% | +19.8% | -14.6% | -3.6% |
| YTD | +38.3% | +36.3% | +2.0% | +17.3% |
| 1Y | +53.4% | +47.9% | +5.5% | +27.5% |
| All | +53.4% | +46.8% | +6.6% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling