-11.1%
PCG vs HUM
-11.4%
+0.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.3% | +3.6% |
| 7D | +5.4% | +2.1% | +3.3% | +5.3% |
| 30D | -15.1% | +4.7% | -19.8% | -15.3% |
| 3M | -9.8% | +13.5% | -23.3% | -10.3% |
| 6M | -18.0% | +126.7% | -144.7% | -20.7% |
| YTD | -7.2% | +58.5% | -65.8% | -9.1% |
| 1Y | +2.9% | +31.7% | -28.9% | +1.5% |
| 3Y | -11.1% | -10.6% | -0.5% | -11.9% |
| All | -11.1% | -11.4% | +0.3% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling