+125.0%
BHP vs PFGC
+108.3%
+16.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +0.9% | -3.7% | +4.6% | +1.8% |
| 30D | +4.0% | -16.0% | +20.0% | +8.4% |
| 3M | +11.3% | -4.1% | +15.4% | +11.9% |
| 6M | +29.3% | +8.7% | +20.6% | +26.0% |
| YTD | +59.2% | +6.4% | +52.9% | +55.4% |
| 1Y | +80.8% | -8.4% | +89.2% | +82.6% |
| 3Y | +88.0% | +61.8% | +26.2% | +62.5% |
| All | +125.0% | +108.3% | +16.7% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling