+3,979.8%
PNC vs BHP
+8,048.4%
-4,068.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.7% |
| 7D | +2.3% | +1.3% | +1.0% | +1.8% |
| 30D | -3.8% | +4.0% | -7.8% | -5.3% |
| 3M | +7.8% | +12.3% | -4.5% | +2.6% |
| 6M | +19.7% | +30.8% | -11.1% | +6.9% |
| YTD | +19.1% | +58.8% | -39.7% | -1.5% |
| 1Y | +23.1% | +76.8% | -53.7% | -2.4% |
| 3Y | +132.1% | +87.5% | +44.7% | +76.8% |
| 5Y | +52.2% | +123.9% | -71.7% | +5.5% |
| 10Y | +271.4% | +504.4% | -233.0% | +77.4% |
| All | +3,979.8% | +8,048.4% | -4,068.6% | +855.5% |
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