+477.8%
BHP vs PFGC
+294.6%
+183.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -5.0% |
| 7D | -3.7% | -4.8% | +1.1% | -2.7% |
| 30D | -0.8% | -17.2% | +16.4% | +3.4% |
| 3M | +7.6% | -6.3% | +13.9% | +8.9% |
| 6M | +20.8% | +8.8% | +12.0% | +18.2% |
| YTD | +50.8% | +4.9% | +45.8% | +48.2% |
| 1Y | +70.9% | -9.5% | +80.4% | +73.3% |
| 3Y | +78.0% | +59.6% | +18.4% | +57.3% |
| 5Y | +113.1% | +113.5% | -0.4% | +72.9% |
| All | +477.8% | +294.6% | +183.2% | +317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling