+514.9%
HAL vs PCG
+85.2%
+429.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +2.6% | -2.0% | +4.6% | +3.0% |
| 30D | -0.1% | -2.7% | +2.6% | +0.4% |
| 3M | -1.1% | -25.1% | +23.9% | +3.4% |
| 6M | -20.7% | -22.3% | +1.6% | -17.9% |
| YTD | +17.5% | -18.5% | +36.0% | +20.3% |
| 1Y | +24.1% | -21.8% | +45.9% | +27.9% |
| 3Y | -8.4% | -21.0% | +12.6% | -6.6% |
| 5Y | +53.2% | +8.1% | +45.2% | +46.6% |
| 10Y | -17.2% | -76.6% | +59.4% | -12.1% |
| All | +514.9% | +85.2% | +429.6% | +218.8% |
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