-14.6%
PCG vs HLT
+99.5%
-114.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.5% |
| 7D | +6.5% | -1.5% | +7.9% | +6.8% |
| 30D | -16.7% | -1.2% | -15.5% | -16.3% |
| 3M | -14.2% | -10.3% | -3.8% | -11.7% |
| 6M | -21.5% | +1.3% | -22.7% | -22.0% |
| YTD | -11.2% | +7.0% | -18.2% | -13.3% |
| 1Y | -4.2% | +11.9% | -16.1% | -7.8% |
| All | -14.6% | +99.5% | -114.1% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling