-76.0%
PCG vs BHP
+333.8%
-409.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.5% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +0.8% | -4.5% | +5.3% | +2.1% |
| 3M | -23.8% | -6.9% | -16.9% | -22.3% |
| 6M | -19.6% | -10.6% | -9.1% | -17.6% |
| YTD | -16.7% | +37.2% | -53.9% | -26.4% |
| 1Y | -19.4% | +48.0% | -67.4% | -30.6% |
| 3Y | -18.3% | +52.6% | -70.9% | -31.9% |
| 5Y | +10.4% | +116.5% | -106.0% | -22.6% |
| All | -76.0% | +333.8% | -409.8% | -86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling