-16.8%
HAL vs PCG
-76.4%
+59.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.3% | +3.5% |
| 7D | -0.2% | -2.2% | +2.0% | +0.1% |
| 30D | +1.0% | -0.5% | +1.5% | +1.0% |
| 3M | -2.1% | -24.0% | +21.8% | +0.9% |
| 6M | -17.5% | -18.6% | +1.1% | -15.9% |
| YTD | +18.1% | -17.7% | +35.8% | +20.0% |
| 1Y | +19.7% | -20.0% | +39.7% | +22.0% |
| 3Y | -7.9% | -20.2% | +12.3% | -6.7% |
| 5Y | +53.1% | +8.4% | +44.7% | +48.5% |
| 10Y | -16.8% | -76.4% | +59.6% | -13.7% |
| All | -16.8% | -76.4% | +59.6% | -13.7% |
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