-4.3%
HD vs PCG
-20.1%
+15.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.5% |
| 7D | +4.3% | -1.6% | +5.9% | +4.6% |
| 30D | +20.2% | +1.4% | +18.8% | +19.9% |
| 3M | -1.0% | -23.4% | +22.4% | +2.9% |
| 6M | +7.9% | -19.4% | +27.3% | +10.1% |
| YTD | +2.0% | -18.5% | +20.5% | +4.7% |
| 1Y | -4.3% | -19.5% | +15.2% | -2.3% |
| All | -4.3% | -20.1% | +15.8% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling