-77.6%
PCG vs HWM
+1,473.3%
-1,550.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.7% |
| 7D | -1.6% | +3.4% | -5.0% | -2.7% |
| 30D | +1.4% | -7.5% | +8.9% | +3.2% |
| 3M | -23.4% | -28.9% | +5.5% | -16.2% |
| 6M | -19.4% | -19.6% | +0.2% | -15.1% |
| YTD | -18.5% | +0.6% | -19.1% | -19.7% |
| 1Y | -19.5% | +0.3% | -19.9% | -20.8% |
| 3Y | -21.0% | +326.1% | -347.1% | -50.9% |
| 5Y | +13.7% | +525.2% | -511.4% | -37.9% |
| All | -77.6% | +1,473.3% | -1,550.9% | -90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling