+105.7%
PCG vs BHP
+7,909.4%
-7,803.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.8% | +2.5% |
| 7D | -13.9% | -2.9% | -11.0% | -13.3% |
| 30D | -16.9% | +3.4% | -20.2% | -17.4% |
| 3M | -14.7% | +4.1% | -18.8% | -15.8% |
| 6M | -23.8% | +20.6% | -44.4% | -27.2% |
| YTD | -10.5% | +56.1% | -66.6% | -19.0% |
| 1Y | -5.1% | +69.6% | -74.7% | -15.8% |
| 3Y | -11.6% | +78.8% | -90.4% | -23.2% |
| 5Y | +59.0% | +113.1% | -54.0% | +31.0% |
| 10Y | -75.7% | +505.9% | -581.6% | -83.9% |
| All | +105.7% | +7,909.4% | -7,803.7% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling