-62.1%
PCG vs HLT
+803.0%
-865.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -2.0% | +0.8% | -2.8% | -2.3% |
| 30D | -2.7% | +13.1% | -15.8% | -6.9% |
| 3M | -25.1% | +15.6% | -40.7% | -28.9% |
| 6M | -22.3% | +19.0% | -41.3% | -27.2% |
| YTD | -18.5% | +29.9% | -48.4% | -26.3% |
| 1Y | -21.8% | +35.9% | -57.7% | -30.6% |
| 3Y | -21.0% | +132.1% | -153.1% | -43.2% |
| 5Y | +8.1% | +163.4% | -155.3% | -27.5% |
| 10Y | -76.6% | +696.7% | -773.3% | -88.4% |
| All | -62.1% | +803.0% | -865.1% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling