+135.5%
HL vs PCG
-76.4%
+211.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -8.0% | -7.4% |
| 7D | +8.2% | -0.5% | +8.6% | +8.2% |
| 30D | -16.3% | +0.8% | -17.0% | -16.4% |
| 3M | -18.6% | -22.0% | +3.5% | -16.3% |
| 6M | -23.2% | -17.1% | -6.1% | -21.8% |
| YTD | -25.5% | -16.9% | -8.6% | -24.2% |
| 1Y | -4.8% | -19.1% | +14.3% | -2.9% |
| 3Y | +281.4% | -19.4% | +300.9% | +288.6% |
| 5Y | +137.8% | +9.0% | +128.8% | +134.5% |
| 10Y | +135.5% | -76.2% | +211.6% | +95.8% |
| All | +135.5% | -76.4% | +211.8% | +95.8% |
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