-5.1%
PCG vs HLT
+13.1%
-18.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | -13.9% | -3.3% | -10.5% | -13.1% |
| 30D | -16.9% | -4.1% | -12.8% | -16.0% |
| 3M | -14.7% | -7.9% | -6.8% | -13.4% |
| 6M | -23.8% | +2.2% | -26.0% | -24.3% |
| YTD | -10.5% | +8.5% | -19.0% | -11.9% |
| 1Y | -5.1% | +12.1% | -17.2% | -8.0% |
| All | -5.1% | +13.1% | -18.2% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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