+9.3%
HON vs PCG
+13.7%
-4.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +3.9% | +2.5% |
| 7D | +0.8% | -1.6% | +2.4% | +1.2% |
| 30D | +5.7% | +1.4% | +4.3% | +5.3% |
| 3M | -8.3% | -23.4% | +15.1% | -2.6% |
| 6M | -2.4% | -19.4% | +17.0% | +1.7% |
| YTD | +9.0% | -18.5% | +27.5% | +13.2% |
| 1Y | +9.2% | -19.5% | +28.7% | +13.7% |
| 3Y | +26.3% | -21.0% | +47.3% | +29.8% |
| All | +9.3% | +13.7% | -4.4% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling