+6.3%
PCG vs HIG
+1,002.1%
-995.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | -13.9% | +0.3% | -14.2% | -13.9% |
| 30D | -16.9% | -3.2% | -13.6% | -16.5% |
| 3M | -14.7% | +9.1% | -23.9% | -15.8% |
| 6M | -23.8% | -1.8% | -22.0% | -23.7% |
| YTD | -10.5% | +1.8% | -12.3% | -10.8% |
| 1Y | -5.1% | +4.6% | -9.7% | -5.8% |
| 3Y | -11.6% | +101.6% | -113.2% | -19.7% |
| 5Y | +59.0% | +124.5% | -65.5% | +42.4% |
| 10Y | -75.7% | +317.8% | -393.5% | -79.9% |
| All | +6.3% | +1,002.1% | -995.7% | -34.2% |
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