+82.4%
BHP vs PFGC
+63.7%
+18.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.2% |
| 7D | +1.3% | -2.4% | +3.7% | +1.9% |
| 30D | +4.0% | -15.8% | +19.7% | +8.2% |
| 3M | +12.3% | -0.6% | +12.9% | +11.7% |
| 6M | +30.8% | +10.7% | +20.2% | +26.4% |
| YTD | +58.8% | +7.6% | +51.1% | +53.9% |
| 1Y | +76.8% | -7.8% | +84.7% | +77.9% |
| All | +82.4% | +63.7% | +18.8% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling