-46.0%
PCG vs HBM
+613.3%
-659.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.4% | +2.5% |
| 7D | -13.9% | -6.4% | -7.5% | -13.4% |
| 30D | -16.9% | +5.9% | -22.8% | -17.3% |
| 3M | -14.7% | -8.9% | -5.8% | -14.5% |
| 6M | -23.8% | +10.7% | -34.5% | -25.1% |
| YTD | -10.5% | +38.3% | -48.8% | -14.0% |
| 1Y | -5.1% | +121.3% | -126.4% | -12.6% |
| 3Y | -11.6% | +450.6% | -462.2% | -26.0% |
| 5Y | +59.0% | +338.0% | -279.0% | +32.7% |
| 10Y | -75.7% | +578.6% | -654.3% | -81.9% |
| All | -46.0% | +613.3% | -659.4% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling