+105.7%
PCG vs HAS
+3,598.5%
-3,492.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -13.9% | -1.8% | -12.1% | -13.6% |
| 30D | -16.9% | +2.3% | -19.1% | -17.2% |
| 3M | -14.7% | +10.4% | -25.1% | -16.4% |
| 6M | -23.8% | -3.2% | -20.6% | -23.7% |
| YTD | -10.5% | +15.4% | -25.9% | -13.3% |
| 1Y | -5.1% | +18.8% | -23.9% | -8.7% |
| 3Y | -11.6% | +43.9% | -55.5% | -19.4% |
| 5Y | +59.0% | +13.9% | +45.1% | +49.4% |
| 10Y | -75.7% | +56.4% | -132.2% | -79.0% |
| All | +105.7% | +3,598.5% | -3,492.8% | +13.1% |
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