-13.7%
HAL vs PCG
-21.6%
+7.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | -12.0% | -1.6% | -10.4% | -11.9% |
| 30D | +0.3% | +1.4% | -1.1% | +0.1% |
| 3M | -1.6% | -23.4% | +21.8% | +0.6% |
| 6M | -20.5% | -19.4% | -1.1% | -19.7% |
| YTD | +14.2% | -18.5% | +32.7% | +14.2% |
| 1Y | +18.9% | -19.5% | +38.4% | +19.1% |
| 3Y | -13.7% | -21.0% | +7.3% | -14.2% |
| All | -13.7% | -21.6% | +7.9% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling