+298.8%
HPE vs PCG
+58.3%
+240.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -5.1% |
| 7D | -0.6% | -13.9% | +13.3% | +2.3% |
| 30D | -2.3% | -16.9% | +14.6% | +1.5% |
| 3M | -2.9% | -14.7% | +11.9% | -0.2% |
| 6M | +143.6% | -23.8% | +167.4% | +158.2% |
| YTD | +118.5% | -10.5% | +129.0% | +120.6% |
| 1Y | +129.2% | -5.1% | +134.3% | +127.2% |
| 3Y | +212.5% | -11.6% | +224.1% | +209.6% |
| All | +298.8% | +58.3% | +240.4% | +235.8% |
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 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