+365.4%
HPE vs PCG
-77.2%
+442.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +6.1% |
| 7D | -7.1% | -1.1% | -6.1% | -7.0% |
| 30D | -35.3% | +0.1% | -35.4% | -35.3% |
| 3M | -10.4% | -24.4% | +14.0% | -8.5% |
| 6M | +52.5% | -17.7% | +70.1% | +54.5% |
| YTD | +100.3% | -17.4% | +117.7% | +102.8% |
| 1Y | +106.4% | -19.4% | +125.8% | +109.3% |
| 3Y | +227.4% | -18.6% | +246.0% | +230.7% |
| 5Y | +250.6% | +10.2% | +240.4% | +244.7% |
| 10Y | +365.4% | -76.7% | +442.0% | +374.6% |
| All | +365.4% | -77.2% | +442.6% | +374.6% |
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