+23.2%
PCG vs DHI
+12,556.3%
-12,533.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +4.1% |
| 7D | +5.4% | -2.0% | +7.4% | +5.7% |
| 30D | -15.1% | -8.3% | -6.8% | -14.1% |
| 3M | -9.8% | -3.7% | -6.1% | -9.5% |
| 6M | -18.0% | -5.4% | -12.6% | -17.7% |
| YTD | -7.2% | -3.0% | -4.3% | -7.3% |
| 1Y | +2.9% | -23.8% | +26.7% | +6.3% |
| 3Y | -11.1% | +21.8% | -32.9% | -15.4% |
| 5Y | +61.8% | +59.6% | +2.2% | +46.1% |
| 10Y | -75.2% | +391.2% | -466.3% | -80.6% |
| All | +23.2% | +12,556.3% | -12,533.1% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling