-76.5%
PCG vs HST
+133.9%
-210.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -2.0% | +3.6% | -5.6% | -3.3% |
| 30D | -2.7% | +9.9% | -12.6% | -6.2% |
| 3M | -25.1% | +12.9% | -38.0% | -28.5% |
| 6M | -22.3% | +22.9% | -45.2% | -28.4% |
| YTD | -18.5% | +52.4% | -70.9% | -30.9% |
| 1Y | -21.8% | +52.5% | -74.4% | -33.8% |
| 3Y | -21.0% | +87.4% | -108.5% | -39.7% |
| 5Y | +8.1% | +82.9% | -74.9% | -19.7% |
| All | -76.5% | +133.9% | -210.4% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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