+116.1%
PG vs HL
+273.7%
-157.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -0.8% | -4.4% | +3.6% | -0.6% |
| 30D | +0.8% | +9.3% | -8.5% | +0.4% |
| 3M | -1.3% | +32.0% | -33.3% | -2.6% |
| 6M | -3.8% | -6.4% | +2.6% | -3.9% |
| YTD | +3.6% | +3.1% | +0.5% | +2.8% |
| 1Y | -5.7% | +77.6% | -83.3% | -8.8% |
| 3Y | +1.6% | +392.8% | -391.2% | -7.7% |
| 5Y | +14.6% | +234.1% | -219.5% | +4.7% |
| All | +116.1% | +273.7% | -157.5% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 10y: compounded portfolio wealth divided by compounded HL 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…
10y analysis · Full analysis span regression · 6 months rolling