-76.3%
PCG vs DHI
+414.5%
-490.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.3% |
| 7D | -3.5% | -3.4% | -0.1% | -2.3% |
| 30D | -20.6% | -5.4% | -15.2% | -19.1% |
| 3M | -17.6% | -10.4% | -7.1% | -14.6% |
| 6M | -23.5% | -2.8% | -20.7% | -23.7% |
| YTD | -13.6% | -3.4% | -10.2% | -13.9% |
| 1Y | -11.3% | -22.9% | +11.6% | -4.3% |
| 3Y | -16.9% | +20.7% | -37.6% | -29.7% |
| 5Y | +50.8% | +62.1% | -11.3% | +5.3% |
| All | -76.3% | +414.5% | -490.8% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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