-7.1%
PCG vs HLT
+11.9%
-18.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +0.5% | -2.6% | +3.1% | +1.1% |
| 30D | -18.9% | -2.6% | -16.3% | -18.2% |
| 3M | -15.8% | -9.4% | -6.4% | -14.1% |
| 6M | -22.6% | +2.7% | -25.3% | -23.2% |
| YTD | -12.2% | +6.8% | -18.9% | -13.8% |
| 1Y | -7.1% | +12.4% | -19.4% | -8.8% |
| All | -7.1% | +11.9% | -18.9% | -8.8% |
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