-5.1%
PCG vs BHP
+65.8%
-70.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.6% |
| 7D | -13.9% | -5.0% | -8.9% | -13.5% |
| 30D | -16.9% | +1.2% | -18.0% | -16.8% |
| 3M | -14.7% | +1.8% | -16.6% | -14.7% |
| 6M | -23.8% | +18.0% | -41.8% | -25.5% |
| YTD | -10.5% | +52.7% | -63.2% | -13.2% |
| 1Y | -5.1% | +66.0% | -71.1% | -8.5% |
| All | -5.1% | +65.8% | -70.9% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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