-75.3%
PCG vs HIG
+314.4%
-389.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -4.9% | -4.6% |
| 7D | +6.5% | -0.5% | +6.9% | +6.6% |
| 30D | -16.7% | -2.8% | -13.9% | -15.5% |
| 3M | -14.2% | +6.3% | -20.5% | -16.9% |
| 6M | -21.5% | -0.1% | -21.4% | -21.8% |
| YTD | -11.2% | +0.4% | -11.6% | -11.8% |
| 1Y | -4.2% | +6.2% | -10.4% | -7.7% |
| 3Y | -14.9% | +101.6% | -116.5% | -41.4% |
| 5Y | +54.2% | +119.8% | -65.6% | +0.3% |
| 10Y | -75.3% | +311.7% | -387.1% | -86.6% |
| All | -75.3% | +314.4% | -389.7% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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