+155.8%
HON vs PCG
-76.0%
+231.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.3% |
| 7D | +1.4% | +2.2% | -0.7% | +1.2% |
| 30D | +7.5% | +0.8% | +6.7% | +7.4% |
| 3M | -4.3% | -23.8% | +19.5% | -2.3% |
| 6M | -1.5% | -19.6% | +18.1% | 0.0% |
| YTD | +10.5% | -16.7% | +27.3% | +11.9% |
| 1Y | +8.5% | -19.4% | +27.9% | +10.2% |
| 3Y | +28.0% | -18.3% | +46.3% | +29.4% |
| 5Y | +12.0% | +10.4% | +1.6% | +10.3% |
| All | +155.8% | -76.0% | +231.8% | +157.5% |
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 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