-20.0%
PCG vs HSY
-1.0%
-19.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | -2.0% | -2.3% | +0.4% | -1.5% |
| 30D | -2.7% | +6.3% | -9.0% | -4.1% |
| 3M | -25.1% | -5.2% | -19.9% | -24.2% |
| 6M | -22.3% | -8.3% | -14.0% | -21.1% |
| YTD | -18.5% | -2.7% | -15.8% | -18.3% |
| 1Y | -21.8% | +0.1% | -22.0% | -22.1% |
| All | -20.0% | -1.0% | -19.0% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling