-77.6%
PCG vs HST
+142.8%
-220.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -1.6% | -2.7% | +1.1% | -0.7% |
| 30D | +1.4% | +10.7% | -9.3% | -2.5% |
| 3M | -23.4% | +6.3% | -29.6% | -25.2% |
| 6M | -19.4% | +19.0% | -38.3% | -24.8% |
| YTD | -18.5% | +47.0% | -65.5% | -29.9% |
| 1Y | -19.5% | +53.4% | -73.0% | -32.0% |
| 3Y | -21.0% | +78.0% | -99.0% | -38.4% |
| 5Y | +13.7% | +71.7% | -57.9% | -13.3% |
| All | -77.6% | +142.8% | -220.5% | -84.6% |
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