+105.7%
PCG vs HST
+1,330.6%
-1,224.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.2% | +2.4% |
| 7D | -13.9% | -1.0% | -12.8% | -13.7% |
| 30D | -16.9% | -12.3% | -4.6% | -14.9% |
| 3M | -14.7% | -6.4% | -8.4% | -13.8% |
| 6M | -23.8% | +15.0% | -38.8% | -25.8% |
| YTD | -10.5% | +30.5% | -41.0% | -14.8% |
| 1Y | -5.1% | +35.7% | -40.8% | -10.4% |
| 3Y | -11.6% | +68.4% | -80.0% | -20.4% |
| 5Y | +59.0% | +73.1% | -14.1% | +41.3% |
| 10Y | -75.7% | +92.7% | -168.5% | -79.3% |
| All | +105.7% | +1,330.6% | -1,224.9% | +32.6% |
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 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