+499.2%
BHP vs PFGC
+419.1%
+80.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -2.9% | -2.2% | -0.7% | -2.4% |
| 30D | +3.4% | -11.9% | +15.3% | +6.3% |
| 3M | +4.1% | +5.0% | -0.9% | +2.6% |
| 6M | +20.6% | +8.6% | +12.0% | +18.0% |
| YTD | +56.1% | +9.7% | +46.4% | +51.9% |
| 1Y | +69.6% | -6.3% | +75.9% | +70.6% |
| 3Y | +78.8% | +58.2% | +20.6% | +58.3% |
| 5Y | +113.1% | +110.4% | +2.6% | +73.3% |
| 10Y | +505.9% | +272.8% | +233.1% | +322.4% |
| All | +499.2% | +419.1% | +80.1% | +277.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling