+225.0%
HPE vs PCG
-12.4%
+237.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -4.9% |
| 7D | -0.6% | -13.9% | +13.3% | +1.7% |
| 30D | -2.3% | -16.9% | +14.6% | +0.7% |
| 3M | -2.9% | -14.7% | +11.9% | -0.7% |
| 6M | +143.6% | -23.8% | +167.4% | +156.0% |
| YTD | +118.5% | -10.5% | +129.0% | +119.6% |
| 1Y | +129.2% | -5.1% | +134.3% | +127.2% |
| All | +225.0% | -12.4% | +237.3% | +220.6% |
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 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