-7.1%
PCG vs HUM
+50.6%
-57.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +0.5% | -1.4% | +1.9% | +0.6% |
| 30D | -18.9% | +7.5% | -26.4% | -19.1% |
| 3M | -15.8% | +10.2% | -26.1% | -16.2% |
| 6M | -22.6% | +132.5% | -155.1% | -24.9% |
| YTD | -12.2% | +57.6% | -69.8% | -13.4% |
| 1Y | -7.1% | +48.6% | -55.7% | -7.5% |
| All | -7.1% | +50.6% | -57.6% | -7.5% |
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