-65.1%
PCG vs HUT
+422.3%
-487.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.2% | -3.8% | +2.2% |
| 7D | -13.9% | +17.8% | -31.6% | -14.4% |
| 30D | -16.9% | +0.8% | -17.7% | -16.9% |
| 3M | -14.7% | -26.8% | +12.0% | -14.2% |
| 6M | -23.8% | +72.6% | -96.4% | -26.0% |
| YTD | -10.5% | +103.6% | -114.1% | -13.9% |
| 1Y | -5.1% | +265.3% | -270.4% | -11.3% |
| 3Y | -11.6% | +689.4% | -701.0% | -22.2% |
| 5Y | +59.0% | +75.3% | -16.3% | +40.4% |
| All | -65.1% | +422.3% | -487.4% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling