-1.9%
PCG vs HIG
+974.1%
-976.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +0.1% | +4.5% | -4.4% | -0.5% |
| 3M | -24.4% | -5.5% | -19.0% | -23.9% |
| 6M | -17.7% | +3.1% | -20.7% | -18.1% |
| YTD | -17.4% | -0.8% | -16.6% | -17.4% |
| 1Y | -19.4% | +6.1% | -25.5% | -20.1% |
| 3Y | -18.6% | +94.1% | -112.7% | -25.7% |
| 5Y | +10.2% | +106.4% | -96.2% | -0.3% |
| 10Y | -76.7% | +265.1% | -341.8% | -80.5% |
| All | -1.9% | +974.1% | -976.0% | -39.1% |
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