-75.3%
PCG vs HCA
+487.9%
-563.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.9% | -9.2% | -6.1% |
| 7D | +6.5% | +4.9% | +1.5% | +4.4% |
| 30D | -16.7% | +1.9% | -18.6% | -17.5% |
| 3M | -14.2% | +12.7% | -26.9% | -18.7% |
| 6M | -21.5% | -22.3% | +0.9% | -14.2% |
| YTD | -11.2% | -9.3% | -1.9% | -9.2% |
| 1Y | -4.2% | +2.7% | -6.9% | -7.4% |
| 3Y | -14.9% | +57.8% | -72.7% | -33.2% |
| 5Y | +54.2% | +70.3% | -16.1% | +12.1% |
| 10Y | -75.3% | +499.7% | -575.0% | -89.5% |
| All | -75.3% | +487.9% | -563.2% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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