+14.1%
PCG vs HWM
+522.0%
-507.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.6% |
| 7D | -1.6% | +3.3% | -4.9% | -2.6% |
| 30D | +1.4% | -7.6% | +9.0% | +3.1% |
| 3M | -23.4% | -28.9% | +5.5% | -16.7% |
| 6M | -19.4% | -19.7% | +0.3% | -15.3% |
| YTD | -18.5% | +0.5% | -19.0% | -19.6% |
| 1Y | -19.5% | +0.3% | -19.8% | -20.7% |
| 3Y | -21.0% | +325.8% | -346.8% | -54.4% |
| All | +14.1% | +522.0% | -507.8% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling