-75.2%
PCG vs HSY
+122.8%
-198.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.6% | +3.6% |
| 7D | +5.4% | -1.6% | +7.0% | +6.1% |
| 30D | -15.1% | -4.2% | -10.9% | -13.3% |
| 3M | -9.8% | -0.7% | -9.1% | -9.7% |
| 6M | -18.0% | -21.8% | +3.8% | -8.7% |
| YTD | -7.2% | -2.7% | -4.6% | -7.4% |
| 1Y | +2.9% | -4.8% | +7.7% | +3.4% |
| 3Y | -11.1% | -9.4% | -1.7% | -10.8% |
| 5Y | +61.8% | +11.3% | +50.5% | +37.3% |
| 10Y | -75.2% | +125.0% | -200.2% | -83.1% |
| All | -75.2% | +122.8% | -198.0% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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