+9.3%
PCG vs HSY
+11.0%
-1.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | +2.2% | -2.1% | +4.3% | +2.6% |
| 30D | +0.8% | +6.1% | -5.3% | -0.8% |
| 3M | -23.8% | -5.6% | -18.2% | -22.8% |
| 6M | -19.6% | -9.5% | -10.1% | -17.9% |
| YTD | -16.7% | -2.1% | -14.6% | -16.8% |
| 1Y | -19.4% | +0.8% | -20.2% | -20.0% |
| 3Y | -18.3% | -2.1% | -16.2% | -19.4% |
| All | +9.3% | +11.0% | -1.6% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling