+19.7%
HPQ vs PCG
-10.8%
+30.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.1% | -5.1% |
| 7D | -0.5% | +5.4% | -5.9% | -1.5% |
| 30D | +3.7% | -15.1% | +18.8% | +6.2% |
| 3M | +24.3% | -9.8% | +34.1% | +25.5% |
| 6M | +64.8% | -18.0% | +82.8% | +69.7% |
| YTD | +43.9% | -7.2% | +51.1% | +42.9% |
| 1Y | +11.7% | +2.9% | +8.8% | +7.6% |
| 3Y | +19.7% | -11.1% | +30.8% | +14.5% |
| All | +19.7% | -10.8% | +30.4% | +14.5% |
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