-75.9%
PCG vs HLT
+590.3%
-666.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +0.5% | -2.6% | +3.1% | +1.5% |
| 30D | -18.9% | -2.6% | -16.3% | -17.9% |
| 3M | -15.8% | -9.4% | -6.4% | -12.5% |
| 6M | -22.6% | +2.7% | -25.3% | -23.8% |
| YTD | -12.2% | +6.8% | -18.9% | -15.2% |
| 1Y | -7.1% | +12.4% | -19.4% | -12.4% |
| 3Y | -15.8% | +100.2% | -116.0% | -39.2% |
| 5Y | +53.3% | +143.7% | -90.4% | -1.9% |
| All | -75.9% | +590.3% | -666.2% | -88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling