-16.9%
PCG vs DHI
+21.1%
-38.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -1.9% |
| 7D | -3.5% | -3.4% | -0.1% | -3.0% |
| 30D | -20.6% | -5.4% | -15.2% | -19.9% |
| 3M | -17.6% | -10.4% | -7.1% | -16.1% |
| 6M | -23.5% | -2.8% | -20.7% | -23.5% |
| YTD | -13.6% | -3.4% | -10.2% | -13.6% |
| 1Y | -11.3% | -22.9% | +11.6% | -8.1% |
| 3Y | -16.9% | +20.7% | -37.6% | -25.7% |
| All | -16.9% | +21.1% | -38.0% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling