-18.3%
PCG vs BHP
+53.3%
-71.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.4% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | +0.8% | -4.5% | +5.3% | +1.5% |
| 3M | -23.8% | -6.9% | -16.9% | -22.8% |
| 6M | -19.6% | -10.6% | -9.1% | -18.2% |
| YTD | -16.7% | +37.2% | -53.9% | -23.1% |
| 1Y | -19.4% | +48.0% | -67.4% | -26.9% |
| 3Y | -18.3% | +52.6% | -70.9% | -30.3% |
| All | -18.3% | +53.3% | -71.6% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling