-21.4%
HD vs PCG
-3.9%
-17.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.6% |
| 7D | -2.1% | -13.9% | +11.8% | +0.1% |
| 30D | -8.4% | -16.9% | +8.4% | -5.9% |
| 3M | +4.3% | -14.7% | +19.1% | +6.4% |
| 6M | -11.1% | -23.8% | +12.7% | -7.2% |
| YTD | -4.7% | -10.5% | +5.8% | -3.3% |
| All | -21.4% | -3.9% | -17.5% | -20.4% |
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