-76.2%
PCG vs HAS
+102.6%
-178.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.5% |
| 7D | -0.5% | +3.3% | -3.7% | -1.4% |
| 30D | +0.8% | +30.5% | -29.8% | -6.8% |
| 3M | -22.0% | +29.9% | -51.9% | -27.9% |
| 6M | -17.1% | +26.5% | -43.6% | -23.1% |
| YTD | -16.9% | +51.9% | -68.8% | -27.3% |
| 1Y | -19.1% | +60.9% | -80.0% | -30.6% |
| 3Y | -19.4% | +215.0% | -234.4% | -46.0% |
| 5Y | +9.0% | +51.5% | -42.5% | -8.3% |
| 10Y | -76.2% | +102.2% | -178.4% | -82.7% |
| All | -76.2% | +102.6% | -178.8% | -82.7% |
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