-67.6%
PCG vs HUT
+217.0%
-284.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -0.5% | -10.9% | +10.5% | -0.2% |
| 30D | +0.8% | -32.6% | +33.4% | +1.9% |
| 3M | -22.0% | -33.7% | +11.7% | -21.3% |
| 6M | -17.1% | -42.3% | +25.2% | -16.2% |
| YTD | -16.9% | +23.6% | -40.4% | -18.9% |
| 1Y | -19.1% | +20.4% | -39.4% | -21.3% |
| 3Y | -19.4% | +423.2% | -442.7% | -28.3% |
| 5Y | +9.0% | -19.4% | +28.4% | -1.5% |
| All | -67.6% | +217.0% | -284.6% | -73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling