+42.8%
PCG vs DHI
+61.2%
-18.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.0% |
| 7D | -3.5% | -3.4% | -0.1% | -2.8% |
| 30D | -20.6% | -5.4% | -15.2% | -19.7% |
| 3M | -17.6% | -10.4% | -7.1% | -15.9% |
| 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% | -7.3% |
| 3Y | -16.9% | +20.7% | -37.6% | -24.0% |
| All | +42.8% | +61.2% | -18.4% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling