+2.9%
PCG vs HIG
+5.4%
-2.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +4.4% |
| 7D | +5.4% | -1.1% | +6.5% | +5.8% |
| 30D | -15.1% | -4.9% | -10.2% | -13.5% |
| 3M | -9.8% | +6.8% | -16.6% | -12.5% |
| 6M | -18.0% | -1.7% | -16.3% | -17.8% |
| YTD | -7.2% | -0.2% | -7.0% | -7.8% |
| 1Y | +2.9% | +5.7% | -2.8% | -0.3% |
| All | +2.9% | +5.4% | -2.5% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling