+9.3%
PCG vs HBM
+194.0%
-184.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | +2.2% | +2.2% | -0.1% | +1.8% |
| 30D | +0.8% | -11.8% | +12.6% | +2.1% |
| 3M | -23.8% | -19.2% | -4.6% | -22.1% |
| 6M | -19.6% | -22.9% | +3.3% | -18.1% |
| YTD | -16.7% | +7.8% | -24.5% | -19.7% |
| 1Y | -19.4% | +34.9% | -54.3% | -24.7% |
| 3Y | -18.3% | +422.2% | -440.5% | -41.0% |
| All | +9.3% | +194.0% | -184.7% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling