+91.1%
PCG vs HST
+1,512.4%
-1,421.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.7% | +4.4% | -0.3% |
| 7D | 0.0% | -4.2% | +4.2% | +0.7% |
| 30D | +5.8% | +9.6% | -3.7% | +4.1% |
| 3M | -22.8% | -1.1% | -21.7% | -22.7% |
| 6M | -18.4% | +21.1% | -39.5% | -21.3% |
| YTD | -16.9% | +47.1% | -63.9% | -22.6% |
| 1Y | -17.6% | +64.0% | -81.6% | -24.8% |
| 3Y | -20.0% | +77.1% | -97.1% | -28.6% |
| 5Y | +16.0% | +71.8% | -55.7% | +3.1% |
| 10Y | -76.7% | +146.3% | -223.0% | -80.9% |
| All | +91.1% | +1,512.4% | -1,421.3% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling