+61.8%
PCG vs HCA
+66.8%
-5.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.4% | +3.8% |
| 7D | +5.4% | -2.8% | +8.2% | +6.2% |
| 30D | -15.1% | -2.7% | -12.4% | -14.5% |
| 3M | -9.8% | +11.5% | -21.3% | -12.5% |
| 6M | -18.0% | -24.3% | +6.3% | -12.6% |
| YTD | -7.2% | -13.6% | +6.3% | -4.6% |
| 1Y | +2.9% | -3.2% | +6.1% | +2.3% |
| 3Y | -11.1% | +50.4% | -61.5% | -23.1% |
| 5Y | +61.8% | +64.8% | -3.0% | +24.3% |
| All | +61.8% | +66.8% | -5.0% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling