-3.1%
PCG vs HIG
+967.2%
-970.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.7% |
| 7D | -1.6% | +1.1% | -2.6% | -1.7% |
| 30D | +1.4% | +5.6% | -4.2% | +0.6% |
| 3M | -23.4% | -6.9% | -16.5% | -22.7% |
| 6M | -19.4% | +1.3% | -20.7% | -19.6% |
| YTD | -18.5% | -1.5% | -17.0% | -18.4% |
| 1Y | -19.5% | +6.6% | -26.1% | -20.4% |
| 3Y | -21.0% | +91.2% | -112.2% | -27.7% |
| 5Y | +13.7% | +106.1% | -92.3% | +2.9% |
| 10Y | -77.2% | +283.7% | -360.9% | -80.9% |
| All | -3.1% | +967.2% | -970.3% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling