-75.9%
PCG vs HUM
+147.1%
-223.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +0.5% | -1.4% | +1.9% | +0.9% |
| 30D | -18.9% | +7.5% | -26.4% | -20.3% |
| 3M | -15.8% | +10.2% | -26.1% | -18.1% |
| 6M | -22.6% | +132.5% | -155.1% | -38.2% |
| YTD | -12.2% | +57.6% | -69.8% | -23.3% |
| 1Y | -7.1% | +48.6% | -55.7% | -18.3% |
| 3Y | -15.8% | -11.2% | -4.7% | -16.2% |
| 5Y | +53.3% | +4.8% | +48.5% | +35.8% |
| All | -75.9% | +147.1% | -223.0% | -81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling