-21.8%
PCG vs HST
+53.7%
-75.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -2.0% | +3.6% | -5.6% | -2.9% |
| 30D | -2.7% | +9.9% | -12.6% | -5.1% |
| 3M | -25.1% | +12.9% | -38.0% | -27.4% |
| 6M | -22.3% | +22.9% | -45.2% | -26.5% |
| YTD | -18.5% | +52.4% | -70.9% | -28.3% |
| 1Y | -21.8% | +52.5% | -74.4% | -31.1% |
| All | -21.8% | +53.7% | -75.6% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling