+22.3%
PNC vs BHP
+69.4%
-47.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +1.4% | -2.9% | +4.3% | +1.7% |
| 30D | -3.8% | +3.4% | -7.2% | -4.2% |
| 3M | +9.0% | +4.1% | +4.9% | +8.3% |
| 6M | +16.6% | +20.6% | -3.9% | +11.7% |
| YTD | +20.4% | +56.1% | -35.6% | +8.7% |
| 1Y | +22.3% | +69.6% | -47.3% | +8.0% |
| All | +22.3% | +69.4% | -47.0% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling