-16.0%
PCG vs HWM
+5.4%
-21.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +1.8% |
| 7D | +1.9% | +9.4% | -7.5% | -0.4% |
| 30D | +8.5% | -7.0% | +15.5% | +10.0% |
| 3M | -22.9% | -25.9% | +3.0% | -18.0% |
| 6M | -16.8% | -10.8% | -5.9% | -14.8% |
| YTD | -15.8% | +4.3% | -20.1% | -15.5% |
| 1Y | -16.0% | +4.4% | -20.4% | -15.2% |
| All | -16.0% | +5.4% | -21.4% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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