+2.9%
PCG vs BHP
+76.4%
-73.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.5% |
| 7D | +5.4% | +1.3% | +4.1% | +5.3% |
| 30D | -15.1% | +4.0% | -19.1% | -15.2% |
| 3M | -9.8% | +12.3% | -22.1% | -10.5% |
| 6M | -18.0% | +30.8% | -48.8% | -20.3% |
| YTD | -7.2% | +58.8% | -66.0% | -9.8% |
| 1Y | +2.9% | +76.8% | -74.0% | +0.3% |
| All | +2.9% | +76.4% | -73.5% | +0.3% |
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