-16.0%
PCG vs HUT
-2.9%
-13.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -23.2% | +24.1% | +1.5% |
| 7D | +1.9% | -29.5% | +31.4% | +2.8% |
| 30D | +8.5% | -45.2% | +53.7% | +10.2% |
| 3M | -22.9% | -51.6% | +28.7% | -21.7% |
| 6M | -16.8% | -37.3% | +20.6% | -16.2% |
| YTD | -15.8% | +6.5% | -22.3% | -17.1% |
| 1Y | -16.0% | +1.7% | -17.7% | -17.5% |
| All | -16.0% | -2.9% | -13.1% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 1y: compounded portfolio wealth divided by compounded HUT 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…
1y analysis · Full analysis span regression · 6 months rolling