+8.1%
PCG vs HAS
+49.5%
-41.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.6% |
| 7D | -2.0% | +1.6% | -3.6% | -2.3% |
| 30D | -2.7% | +26.6% | -29.3% | -6.9% |
| 3M | -25.1% | +29.0% | -54.0% | -28.6% |
| 6M | -22.3% | +30.6% | -52.9% | -26.3% |
| YTD | -18.5% | +51.5% | -70.0% | -25.2% |
| 1Y | -21.8% | +58.5% | -80.3% | -29.0% |
| 3Y | -21.0% | +214.1% | -235.1% | -39.7% |
| 5Y | +8.1% | +50.2% | -42.1% | +4.8% |
| All | +8.1% | +49.5% | -41.5% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling