-19.2%
PCG vs HCA
+121.7%
-140.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -2.2% | -0.9% | -1.3% | -2.1% |
| 30D | -0.5% | +10.3% | -10.8% | -2.3% |
| 3M | -24.0% | +23.2% | -47.2% | -26.8% |
| 6M | -18.6% | +19.1% | -37.8% | -21.4% |
| YTD | -17.7% | +9.0% | -26.6% | -19.3% |
| 1Y | -20.0% | +10.2% | -30.2% | -21.9% |
| All | -19.2% | +121.7% | -140.9% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling