+495.9%
HPE vs PCG
-75.0%
+570.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.6% | +4.1% | +7.4% |
| 7D | +10.1% | +5.4% | +4.7% | +9.6% |
| 30D | +5.3% | -15.1% | +20.4% | +6.5% |
| 3M | +12.7% | -9.8% | +22.5% | +13.3% |
| 6M | +167.7% | -18.0% | +185.7% | +171.3% |
| YTD | +135.5% | -7.2% | +142.7% | +136.0% |
| 1Y | +143.4% | +2.9% | +140.5% | +141.7% |
| 3Y | +249.2% | -11.1% | +260.3% | +249.9% |
| 5Y | +343.8% | +61.8% | +282.1% | +323.8% |
| 10Y | +495.9% | -75.2% | +571.0% | +518.8% |
| All | +495.9% | -75.0% | +570.9% | +518.8% |
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