+130.0%
HL vs PCG
-76.0%
+206.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.0% | -2.1% |
| 7D | -11.1% | +2.2% | -13.3% | -11.4% |
| 30D | -12.1% | +0.8% | -12.8% | -12.2% |
| 3M | -26.1% | -23.8% | -2.3% | -23.9% |
| 6M | -37.7% | -19.6% | -18.1% | -36.4% |
| YTD | -31.7% | -16.7% | -15.0% | -30.6% |
| 1Y | -11.6% | -19.4% | +7.7% | -9.9% |
| 3Y | +249.6% | -18.3% | +267.9% | +255.6% |
| 5Y | +108.5% | +10.4% | +98.1% | +105.3% |
| All | +130.0% | -76.0% | +206.0% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling