+91.1%
PCG vs HAS
+4,678.1%
-4,587.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +5.8% | +31.3% | -25.5% | +0.6% |
| 3M | -22.8% | +32.1% | -54.9% | -26.8% |
| 6M | -18.4% | +28.1% | -46.6% | -22.4% |
| YTD | -16.9% | +49.1% | -66.0% | -23.3% |
| 1Y | -17.6% | +60.5% | -78.1% | -25.1% |
| 3Y | -20.0% | +183.9% | -203.8% | -35.6% |
| 5Y | +16.0% | +51.2% | -35.2% | +3.4% |
| 10Y | -76.7% | +105.3% | -182.0% | -80.8% |
| All | +91.1% | +4,678.1% | -4,587.0% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling