-16.0%
PCG vs HUM
+51.1%
-67.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +1.9% | +1.6% | +0.3% | +1.8% |
| 30D | +8.5% | +3.5% | +5.0% | +8.1% |
| 3M | -22.9% | +15.5% | -38.4% | -23.4% |
| 6M | -16.8% | +76.2% | -93.0% | -18.0% |
| YTD | -15.8% | +64.5% | -80.3% | -16.8% |
| 1Y | -16.0% | +50.0% | -66.0% | -17.0% |
| All | -16.0% | +51.1% | -67.1% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling