+17.8%
HPQ vs PCG
-21.6%
+39.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -3.0% |
| 7D | -1.1% | -1.6% | +0.5% | -0.9% |
| 30D | -11.7% | +1.4% | -13.1% | -12.0% |
| 3M | +2.0% | -23.4% | +25.4% | +5.8% |
| 6M | +35.9% | -19.4% | +55.2% | +39.0% |
| YTD | +32.7% | -18.5% | +51.2% | +34.3% |
| 1Y | +14.3% | -19.5% | +33.8% | +16.1% |
| 3Y | +17.8% | -21.0% | +38.8% | +16.4% |
| All | +17.8% | -21.6% | +39.4% | +16.4% |
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 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