-76.2%
PCG vs HBM
+301.8%
-377.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.1% |
| 7D | -0.5% | +2.4% | -2.8% | -0.8% |
| 30D | +0.8% | -16.0% | +16.7% | +2.5% |
| 3M | -22.0% | -21.3% | -0.7% | -20.3% |
| 6M | -17.1% | -12.2% | -4.9% | -16.9% |
| YTD | -16.9% | +10.7% | -27.5% | -19.5% |
| 1Y | -19.1% | +30.3% | -49.4% | -23.2% |
| 3Y | -19.4% | +432.2% | -451.7% | -36.9% |
| 5Y | +9.0% | +218.8% | -209.8% | -12.4% |
| 10Y | -76.2% | +281.4% | -357.5% | -84.4% |
| All | -76.2% | +301.8% | -377.9% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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