-10.5%
PCG vs HUT
+699.5%
-710.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.2% | -3.8% | +2.2% |
| 7D | -13.9% | +17.8% | -31.6% | -14.3% |
| 30D | -16.9% | +0.8% | -17.7% | -17.0% |
| 3M | -14.7% | -26.8% | +12.0% | -14.3% |
| 6M | -23.8% | +72.6% | -96.4% | -25.9% |
| YTD | -10.5% | +103.6% | -114.1% | -13.8% |
| 1Y | -5.1% | +265.3% | -270.4% | -11.2% |
| All | -10.5% | +699.5% | -710.0% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling