+518.0%
HAL vs PCG
+87.1%
+431.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.3% | +3.5% |
| 7D | -0.2% | -2.2% | +2.0% | +0.2% |
| 30D | +1.0% | -0.5% | +1.5% | +1.0% |
| 3M | -2.1% | -24.0% | +21.8% | +2.0% |
| 6M | -17.5% | -18.6% | +1.1% | -15.3% |
| YTD | +18.1% | -17.7% | +35.8% | +20.6% |
| 1Y | +19.7% | -20.0% | +39.7% | +22.9% |
| 3Y | -7.9% | -20.2% | +12.3% | -6.3% |
| 5Y | +53.1% | +8.4% | +44.7% | +46.3% |
| 10Y | -16.8% | -76.4% | +59.6% | -11.8% |
| All | +518.0% | +87.1% | +431.0% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling