-77.2%
PCG vs HWM
+1,135.2%
-1,212.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.7% | +0.4% |
| 7D | 0.0% | -2.4% | +2.4% | +0.5% |
| 30D | +5.8% | -13.3% | +19.1% | +9.6% |
| 3M | -22.8% | -31.0% | +8.3% | -14.8% |
| 6M | -18.4% | -17.1% | -1.3% | -14.9% |
| YTD | -16.9% | -1.9% | -15.0% | -17.5% |
| 1Y | -17.6% | -2.4% | -15.2% | -18.3% |
| 3Y | -20.0% | +322.2% | -342.2% | -50.1% |
| 5Y | +16.0% | +509.8% | -493.8% | -36.2% |
| 10Y | -76.7% | +1,453.8% | -1,530.5% | -89.9% |
| All | -77.2% | +1,135.2% | -1,212.4% | -90.1% |
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