-75.5%
PCG vs HWM
+1,494.1%
-1,569.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | -13.9% | -2.1% | -11.7% | -12.9% |
| 30D | -16.9% | -11.0% | -5.9% | -13.9% |
| 3M | -14.7% | +4.0% | -18.8% | -15.6% |
| 6M | -23.8% | -0.2% | -23.6% | -24.1% |
| YTD | -10.5% | +26.7% | -37.1% | -16.6% |
| 1Y | -5.1% | +44.7% | -49.8% | -15.1% |
| 3Y | -11.6% | +426.1% | -437.7% | -47.8% |
| 5Y | +59.0% | +738.5% | -679.5% | -19.5% |
| All | -75.5% | +1,494.1% | -1,569.6% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling