+89.8%
PCG vs BHP
+7,239.7%
-7,149.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.6% |
| 7D | -1.1% | +3.5% | -4.5% | -1.8% |
| 30D | +0.1% | -4.5% | +4.5% | +0.9% |
| 3M | -24.4% | -6.4% | -18.1% | -23.5% |
| 6M | -17.7% | -0.1% | -17.6% | -18.1% |
| YTD | -17.4% | +43.0% | -60.4% | -24.0% |
| 1Y | -19.4% | +56.5% | -75.9% | -27.3% |
| 3Y | -18.6% | +62.0% | -80.6% | -27.9% |
| 5Y | +10.2% | +130.4% | -120.2% | -10.6% |
| 10Y | -76.7% | +349.1% | -425.7% | -83.7% |
| All | +89.8% | +7,239.7% | -7,149.9% | -20.8% |
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