+61.8%
PCG vs BHP
+121.9%
-60.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.3% |
| 7D | +5.4% | +1.3% | +4.1% | +5.1% |
| 30D | -15.1% | +4.0% | -19.1% | -15.8% |
| 3M | -9.8% | +12.3% | -22.1% | -12.2% |
| 6M | -18.0% | +30.8% | -48.8% | -23.2% |
| YTD | -7.2% | +58.8% | -66.0% | -17.2% |
| 1Y | +2.9% | +76.8% | -74.0% | -10.8% |
| 3Y | -11.1% | +87.5% | -98.6% | -25.1% |
| 5Y | +61.8% | +123.9% | -62.1% | +33.6% |
| All | +61.8% | +121.9% | -60.1% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling