+3,926.2%
BHP vs PFG
+1,015.3%
+2,910.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -2.9% | +5.5% | -8.4% | -5.3% |
| 30D | +3.4% | +2.4% | +1.0% | +2.0% |
| 3M | +4.1% | +13.6% | -9.5% | -2.1% |
| 6M | +20.6% | +27.9% | -7.3% | +7.9% |
| YTD | +56.1% | +35.6% | +20.5% | +35.9% |
| 1Y | +69.6% | +48.5% | +21.1% | +41.8% |
| 3Y | +78.8% | +66.9% | +11.9% | +40.1% |
| 5Y | +113.1% | +111.0% | +2.1% | +48.3% |
| 10Y | +505.9% | +244.5% | +261.4% | +224.0% |
| All | +3,926.2% | +1,015.3% | +2,910.9% | +1,098.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling