-19.5%
PCG vs HWM
+0.1%
-19.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.5% |
| 7D | -1.6% | +3.3% | -4.9% | -2.6% |
| 30D | +1.4% | -7.6% | +9.0% | +2.9% |
| 3M | -23.4% | -28.9% | +5.5% | -17.8% |
| 6M | -19.4% | -19.7% | +0.3% | -15.5% |
| YTD | -18.5% | +0.5% | -19.0% | -17.6% |
| 1Y | -19.5% | +0.3% | -19.8% | -18.0% |
| All | -19.5% | +0.1% | -19.6% | -18.0% |
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