+3.2%
HAL vs PCG
-75.9%
+79.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.9% |
| 7D | +2.9% | -13.9% | +16.8% | +4.6% |
| 30D | +17.0% | -16.9% | +33.9% | +19.3% |
| 3M | -9.7% | -14.7% | +5.1% | -8.3% |
| 6M | +8.6% | -23.8% | +32.4% | +11.8% |
| YTD | +33.0% | -10.5% | +43.5% | +33.7% |
| 1Y | +68.3% | -5.1% | +73.4% | +67.6% |
| 3Y | +0.1% | -11.6% | +11.7% | +0.1% |
| 5Y | +102.6% | +59.0% | +43.6% | +87.4% |
| All | +3.2% | -75.9% | +79.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling