-10.5%
PCG vs HST
+68.9%
-79.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.2% | +2.4% |
| 7D | -13.9% | -1.0% | -12.8% | -13.6% |
| 30D | -16.9% | -12.3% | -4.6% | -14.1% |
| 3M | -14.7% | -6.4% | -8.4% | -13.4% |
| 6M | -23.8% | +15.0% | -38.8% | -26.7% |
| YTD | -10.5% | +30.5% | -41.0% | -16.6% |
| 1Y | -5.1% | +35.7% | -40.8% | -12.5% |
| All | -10.5% | +68.9% | -79.4% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling