+105.0%
HL vs PCG
-1.5%
+106.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +2.3% |
| 7D | +0.4% | +6.5% | -6.1% | -0.4% |
| 30D | +18.8% | -16.7% | +35.6% | +22.4% |
| 3M | +43.7% | -14.2% | +57.9% | +47.2% |
| 6M | -1.0% | -21.5% | +20.4% | +4.4% |
| YTD | +8.7% | -11.2% | +19.9% | +14.8% |
| 1Y | +105.0% | -4.2% | +109.2% | +116.5% |
| All | +105.0% | -1.5% | +106.5% | +116.5% |
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