+21.5%
HON vs PCG
-10.8%
+32.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.5% |
| 7D | -0.8% | +5.4% | -6.2% | -2.0% |
| 30D | -15.2% | -15.1% | 0.0% | -12.5% |
| 3M | -6.0% | -9.8% | +3.8% | -4.7% |
| 6M | -14.9% | -18.0% | +3.1% | -11.6% |
| YTD | +3.2% | -7.2% | +10.4% | +3.7% |
| 1Y | 0.0% | +2.9% | -2.8% | -2.6% |
| 3Y | +21.5% | -11.1% | +32.6% | +20.3% |
| All | +21.5% | -10.8% | +32.3% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling