+87.3%
PCG vs BHP
+6,976.6%
-6,889.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -2.3% |
| 7D | -1.6% | +0.9% | -2.5% | -1.8% |
| 30D | +1.4% | -6.3% | +7.7% | +2.7% |
| 3M | -23.4% | -7.1% | -16.3% | -22.3% |
| 6M | -19.4% | -3.2% | -16.2% | -19.3% |
| YTD | -18.5% | +37.9% | -56.4% | -24.5% |
| 1Y | -19.5% | +49.7% | -69.2% | -26.7% |
| 3Y | -21.0% | +51.7% | -72.7% | -29.0% |
| 5Y | +13.7% | +122.0% | -108.3% | -7.0% |
| 10Y | -77.2% | +382.4% | -459.5% | -84.2% |
| All | +87.3% | +6,976.6% | -6,889.3% | -21.2% |
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