-16.0%
PCG vs HLT
+46.7%
-62.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.1% |
| 7D | +1.9% | +7.7% | -5.8% | +0.3% |
| 30D | +8.5% | +19.1% | -10.6% | +4.7% |
| 3M | -22.9% | +20.7% | -43.6% | -25.5% |
| 6M | -16.8% | +21.0% | -37.8% | -20.0% |
| YTD | -15.8% | +31.3% | -47.1% | -20.8% |
| 1Y | -16.0% | +45.9% | -61.9% | -21.9% |
| All | -16.0% | +46.7% | -62.7% | -21.9% |
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