+125.0%
BHP vs PFG
+107.2%
+17.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +0.9% | +3.2% | -2.3% | -0.8% |
| 30D | +4.0% | +0.9% | +3.1% | +3.3% |
| 3M | +11.3% | +7.7% | +3.5% | +6.8% |
| 6M | +29.3% | +29.0% | +0.4% | +14.0% |
| YTD | +59.2% | +32.5% | +26.8% | +38.3% |
| 1Y | +80.8% | +47.3% | +33.5% | +49.1% |
| 3Y | +88.0% | +68.2% | +19.8% | +42.0% |
| All | +125.0% | +107.2% | +17.8% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling