+2,903.2%
HPQ vs PCG
+103.4%
+2,799.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.9% |
| 7D | +6.9% | -13.9% | +20.8% | +8.9% |
| 30D | +14.4% | -16.9% | +31.3% | +17.1% |
| 3M | +25.6% | -14.7% | +40.4% | +27.9% |
| 6M | +75.0% | -23.8% | +98.9% | +80.9% |
| YTD | +50.7% | -10.5% | +61.2% | +51.9% |
| 1Y | +18.7% | -5.1% | +23.8% | +18.4% |
| 3Y | +21.5% | -11.6% | +33.1% | +21.9% |
| 5Y | +31.6% | +59.0% | -27.4% | +20.4% |
| 10Y | +216.1% | -75.7% | +291.8% | +229.4% |
| All | +2,903.2% | +103.4% | +2,799.9% | +1,364.5% |
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 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