+105.7%
PCG vs HSY
+4,402.6%
-4,296.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.8% |
| 7D | -13.9% | -3.3% | -10.6% | -12.9% |
| 30D | -16.9% | -2.8% | -14.0% | -16.1% |
| 3M | -14.7% | -4.5% | -10.2% | -13.6% |
| 6M | -23.8% | -24.2% | +0.4% | -17.3% |
| YTD | -10.5% | -2.7% | -7.8% | -10.3% |
| 1Y | -5.1% | -3.7% | -1.4% | -4.9% |
| 3Y | -11.6% | -11.5% | -0.1% | -10.6% |
| 5Y | +59.0% | +10.3% | +48.7% | +48.8% |
| 10Y | -75.7% | +122.1% | -197.9% | -81.1% |
| All | +105.7% | +4,402.6% | -4,296.9% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling