+117.5%
HPE vs PCG
-20.7%
+138.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +13.6% | -2.0% | +15.6% | +13.9% |
| 30D | -27.1% | -2.7% | -24.4% | -26.8% |
| 3M | -14.5% | -25.1% | +10.6% | -11.7% |
| 6M | +66.9% | -22.3% | +89.2% | +70.2% |
| YTD | +111.3% | -18.5% | +129.8% | +108.6% |
| 1Y | +117.5% | -21.8% | +139.3% | +127.2% |
| All | +117.5% | -20.7% | +138.2% | +127.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling