+599.2%
HPE vs PCG
-73.6%
+672.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +4.9% |
| 7D | +0.3% | -2.2% | +2.6% | +0.5% |
| 30D | -28.6% | -0.5% | -28.1% | -28.5% |
| 3M | -7.4% | -24.0% | +16.6% | -5.3% |
| 6M | +63.7% | -18.6% | +82.3% | +66.0% |
| YTD | +111.7% | -17.7% | +129.4% | +114.4% |
| 1Y | +123.5% | -20.0% | +143.5% | +126.9% |
| 3Y | +238.7% | -20.2% | +258.9% | +242.8% |
| 5Y | +261.0% | +8.4% | +252.7% | +255.2% |
| 10Y | +390.2% | -76.4% | +466.6% | +410.9% |
| All | +599.2% | -73.6% | +672.8% | +565.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling