-19.6%
PCG vs BHP
+54.8%
-74.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.9% |
| 7D | -1.1% | +3.5% | -4.5% | -1.5% |
| 30D | +0.1% | -4.5% | +4.5% | +0.5% |
| 3M | -24.4% | -6.4% | -18.1% | -23.8% |
| 6M | -17.7% | -0.1% | -17.6% | -17.5% |
| YTD | -17.4% | +43.0% | -60.4% | -18.9% |
| All | -19.6% | +54.8% | -74.4% | -22.0% |
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