+497.6%
HAL vs PCG
+85.2%
+412.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.1% |
| 7D | -12.0% | -1.6% | -10.4% | -11.7% |
| 30D | +0.3% | +1.4% | -1.1% | 0.0% |
| 3M | -1.6% | -23.4% | +21.8% | +2.4% |
| 6M | -20.5% | -19.4% | -1.1% | -18.2% |
| YTD | +14.2% | -18.5% | +32.7% | +16.9% |
| 1Y | +18.9% | -19.5% | +38.4% | +21.8% |
| 3Y | -13.7% | -21.0% | +7.3% | -12.1% |
| 5Y | +42.2% | +13.7% | +28.4% | +34.7% |
| 10Y | -16.7% | -77.2% | +60.4% | -11.1% |
| All | +497.6% | +85.2% | +412.4% | +209.9% |
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