+21.3%
HPQ vs PCG
-14.1%
+35.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.0% | +5.9% |
| 7D | -7.8% | +1.9% | -9.7% | -7.7% |
| 30D | -4.9% | +8.5% | -13.4% | -4.9% |
| 3M | +4.9% | -22.9% | +27.8% | +5.1% |
| 6M | +47.1% | -16.8% | +63.8% | +47.8% |
| YTD | +39.5% | -15.8% | +55.3% | +35.0% |
| 1Y | +21.3% | -16.0% | +37.3% | +18.8% |
| All | +21.3% | -14.1% | +35.3% | +18.8% |
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 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