+32.6%
HD vs PCG
-18.9%
+51.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.6% |
| 7D | +3.6% | -1.1% | +4.7% | +3.9% |
| 30D | +21.6% | +0.1% | +21.5% | +21.5% |
| 3M | +0.1% | -24.4% | +24.5% | +5.9% |
| 6M | +13.0% | -17.7% | +30.6% | +16.5% |
| YTD | +4.9% | -17.4% | +22.4% | +8.2% |
| 1Y | -2.1% | -19.4% | +17.3% | +1.5% |
| 3Y | +32.6% | -18.6% | +51.2% | +29.6% |
| All | +32.6% | -18.9% | +51.5% | +29.6% |
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