-77.6%
PCG vs HAS
+101.4%
-179.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +1.4% | +31.0% | -29.6% | -6.3% |
| 3M | -23.4% | +30.7% | -54.1% | -29.3% |
| 6M | -19.4% | +23.9% | -43.3% | -24.8% |
| YTD | -18.5% | +48.3% | -66.8% | -28.3% |
| 1Y | -19.5% | +60.2% | -79.8% | -30.9% |
| 3Y | -21.0% | +189.2% | -210.2% | -45.6% |
| 5Y | +13.7% | +50.4% | -36.7% | -4.2% |
| All | -77.6% | +101.4% | -179.0% | -83.7% |
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