+8.1%
HD vs PCG
+10.8%
-2.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +5.2% | -0.5% | +5.6% | +5.3% |
| 30D | +20.7% | +0.8% | +20.0% | +20.5% |
| 3M | +0.8% | -22.0% | +22.8% | +6.4% |
| 6M | +12.2% | -17.1% | +29.3% | +16.2% |
| YTD | +4.2% | -16.9% | +21.1% | +7.7% |
| 1Y | -2.6% | -19.1% | +16.5% | +1.4% |
| 3Y | +30.0% | -19.4% | +49.5% | +32.7% |
| 5Y | +8.1% | +9.0% | -0.9% | -0.9% |
| All | +8.1% | +10.8% | -2.7% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling