-76.4%
PCG vs HAS
+106.0%
-182.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.5% |
| 7D | -2.2% | +2.0% | -4.2% | -2.8% |
| 30D | -0.5% | +30.9% | -31.4% | -8.0% |
| 3M | -24.0% | +28.8% | -52.7% | -29.5% |
| 6M | -18.6% | +32.3% | -51.0% | -25.4% |
| YTD | -17.7% | +54.7% | -72.4% | -28.4% |
| 1Y | -20.0% | +63.2% | -83.2% | -31.6% |
| 3Y | -20.2% | +220.7% | -240.9% | -46.8% |
| 5Y | +8.4% | +53.3% | -45.0% | -9.1% |
| 10Y | -76.4% | +104.2% | -180.6% | -83.0% |
| All | -76.4% | +106.0% | -182.4% | -83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling