-14.0%
HL vs PCG
-20.7%
+6.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.4% |
| 7D | -7.6% | -2.0% | -5.6% | -7.4% |
| 30D | -17.5% | -2.7% | -14.8% | -17.3% |
| 3M | -26.2% | -25.1% | -1.2% | -24.3% |
| 6M | -35.1% | -22.3% | -12.8% | -33.2% |
| YTD | -30.4% | -18.5% | -11.9% | -22.3% |
| 1Y | -14.0% | -21.8% | +7.9% | +1.7% |
| All | -14.0% | -20.7% | +6.7% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling