-76.4%
PCG vs HWM
+1,554.5%
-1,630.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.2% | -1.6% |
| 7D | -2.2% | +5.0% | -7.2% | -3.6% |
| 30D | -0.5% | +1.5% | -2.0% | -1.3% |
| 3M | -24.0% | -20.3% | -3.6% | -19.4% |
| 6M | -18.6% | -18.0% | -0.6% | -14.7% |
| YTD | -17.7% | +9.5% | -27.2% | -20.8% |
| 1Y | -20.0% | +7.5% | -27.5% | -22.8% |
| 3Y | -20.2% | +355.7% | -375.9% | -51.5% |
| 5Y | +8.4% | +610.2% | -601.8% | -43.1% |
| 10Y | -76.4% | +1,516.8% | -1,593.1% | -90.2% |
| All | -76.4% | +1,554.5% | -1,630.9% | -90.2% |
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 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