+245.3%
HD vs PCG
-76.4%
+321.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -1.2% | -2.2% | +1.1% | -0.9% |
| 30D | +20.9% | -0.5% | +21.3% | +20.9% |
| 3M | -0.2% | -24.0% | +23.8% | +2.1% |
| 6M | +14.5% | -18.6% | +33.1% | +16.3% |
| YTD | +4.3% | -17.7% | +22.0% | +5.8% |
| 1Y | -3.5% | -20.0% | +16.5% | -1.8% |
| 3Y | +30.1% | -20.2% | +50.4% | +31.9% |
| 5Y | +8.5% | +8.4% | +0.1% | +6.8% |
| 10Y | +245.3% | -76.4% | +321.7% | +254.1% |
| All | +245.3% | -76.4% | +321.7% | +254.1% |
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