-18.6%
PCG vs HWM
+348.7%
-367.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.5% |
| 7D | -1.1% | +1.6% | -2.7% | -1.4% |
| 30D | +0.1% | -3.9% | +4.0% | +0.5% |
| 3M | -24.4% | -23.2% | -1.2% | -21.4% |
| 6M | -17.7% | -20.0% | +2.3% | -15.0% |
| YTD | -17.4% | +5.7% | -23.1% | -18.1% |
| 1Y | -19.4% | +4.9% | -24.2% | -20.0% |
| 3Y | -18.6% | +347.0% | -365.6% | -42.3% |
| All | -18.6% | +348.7% | -367.3% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling