+248.6%
HD vs PCG
-76.0%
+324.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.1% |
| 7D | +1.5% | +2.2% | -0.6% | +1.3% |
| 30D | +18.0% | +0.8% | +17.2% | +17.9% |
| 3M | +2.8% | -23.8% | +26.6% | +5.1% |
| 6M | +17.0% | -19.6% | +36.6% | +19.0% |
| YTD | +3.5% | -16.7% | +20.3% | +4.9% |
| 1Y | -2.6% | -19.4% | +16.8% | -1.0% |
| 3Y | +30.7% | -18.3% | +49.0% | +32.2% |
| 5Y | +6.2% | +10.4% | -4.2% | +4.4% |
| All | +248.6% | -76.0% | +324.6% | +258.2% |
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 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