-16.0%
PCG vs HAS
+66.3%
-82.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.5% |
| 7D | +1.9% | +2.4% | -0.5% | +1.6% |
| 30D | +8.5% | +31.6% | -23.1% | +5.3% |
| 3M | -22.9% | +33.9% | -56.7% | -25.3% |
| 6M | -16.8% | +31.4% | -48.2% | -19.3% |
| YTD | -15.8% | +51.6% | -67.4% | -18.3% |
| 1Y | -16.0% | +65.2% | -81.2% | -19.8% |
| All | -16.0% | +66.3% | -82.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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