-59.1%
PCG vs HCA
+1,648.5%
-1,707.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.5% | +2.7% |
| 7D | -13.9% | -3.1% | -10.8% | -13.0% |
| 30D | -16.9% | -1.1% | -15.7% | -16.6% |
| 3M | -14.7% | +12.2% | -26.9% | -17.8% |
| 6M | -23.8% | -25.3% | +1.5% | -17.8% |
| YTD | -10.5% | -12.9% | +2.4% | -7.8% |
| 1Y | -5.1% | -0.9% | -4.2% | -6.2% |
| 3Y | -11.6% | +47.6% | -59.2% | -23.6% |
| 5Y | +59.0% | +67.0% | -8.0% | +29.2% |
| 10Y | -75.7% | +471.4% | -547.2% | -85.7% |
| All | -59.1% | +1,648.5% | -1,707.6% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling