+138.4%
HON vs PCG
-76.0%
+214.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.2% |
| 7D | -0.6% | +6.5% | -7.0% | -1.1% |
| 30D | -15.4% | -16.7% | +1.3% | -14.2% |
| 3M | -9.1% | -14.2% | +5.0% | -8.2% |
| 6M | -17.1% | -21.5% | +4.4% | -15.5% |
| YTD | +1.5% | -11.2% | +12.7% | +2.2% |
| 1Y | -1.3% | -4.2% | +2.9% | -1.3% |
| 3Y | +19.5% | -14.9% | +34.4% | +20.4% |
| 5Y | +3.1% | +54.2% | -51.2% | -0.9% |
| 10Y | +138.4% | -75.3% | +213.7% | +136.6% |
| All | +138.4% | -76.0% | +214.4% | +136.6% |
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