+226.1%
HPQ vs PCG
-76.0%
+302.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.3% | +9.2% | +5.3% |
| 7D | +2.2% | +6.5% | -4.2% | +1.6% |
| 30D | +9.7% | -16.7% | +26.5% | +11.2% |
| 3M | +32.7% | -14.2% | +46.9% | +34.2% |
| 6M | +77.7% | -21.5% | +99.2% | +80.9% |
| YTD | +51.0% | -11.2% | +62.2% | +51.8% |
| 1Y | +18.4% | -4.2% | +22.6% | +18.1% |
| 3Y | +25.6% | -14.9% | +40.4% | +26.2% |
| 5Y | +38.6% | +54.2% | -15.6% | +32.4% |
| 10Y | +226.1% | -75.3% | +301.5% | +213.4% |
| All | +226.1% | -76.0% | +302.1% | +213.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling