+5.8%
HD vs PCG
-11.7%
+17.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.4% |
| 7D | -2.1% | -13.9% | +11.8% | +0.8% |
| 30D | -8.4% | -16.9% | +8.4% | -5.1% |
| 3M | +4.3% | -14.7% | +19.1% | +7.3% |
| 6M | -11.1% | -23.8% | +12.7% | -5.9% |
| YTD | -4.7% | -10.5% | +5.8% | -3.3% |
| 1Y | -19.8% | -5.1% | -14.7% | -20.2% |
| All | +5.8% | -11.7% | +17.5% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling