+9.3%
PCG vs HWM
+591.3%
-581.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | +2.2% | +7.3% | -5.1% | +0.3% |
| 30D | +0.8% | +1.6% | -0.8% | 0.0% |
| 3M | -23.8% | -21.9% | -1.9% | -19.1% |
| 6M | -19.6% | -19.0% | -0.6% | -15.7% |
| YTD | -16.7% | +7.9% | -24.7% | -19.4% |
| 1Y | -19.4% | +9.9% | -29.3% | -22.4% |
| 3Y | -18.3% | +342.1% | -360.4% | -53.2% |
| All | +9.3% | +591.3% | -581.9% | -49.9% |
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