+48.0%
BHP vs PFGC
+15.6%
+32.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | -0.5% | +3.4% | -3.9% | -1.2% |
| 30D | -4.5% | +16.9% | -21.5% | -7.7% |
| 3M | -6.9% | +6.4% | -13.3% | -8.1% |
| 6M | -10.6% | +16.0% | -26.6% | -14.6% |
| YTD | +37.2% | +23.6% | +13.6% | +30.3% |
| 1Y | +48.0% | +16.6% | +31.4% | +41.0% |
| All | +48.0% | +15.6% | +32.4% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling