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  • PCG vs HUM✓SelectedUSD · HUMPCG vs HUM performance historyLatest closeAs of-4.25%09/09
Stock and ETF performance explorer

PCG vs HUM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+54.2%
HUM return
+1.5%
Excess return
+52.7%
Maximum drawdown
-39.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioHUMExcessAlpha
1D-4.3%-0.8%-3.5%-4.2%
7D+6.5%-0.2%+6.7%+6.5%
30D-16.7%+3.7%-20.4%-17.0%
3M-14.2%+10.4%-24.6%-15.0%
6M-21.5%+125.7%-147.2%-27.4%
YTD-11.2%+57.3%-68.5%-15.3%
1Y-4.2%+48.6%-52.8%-8.3%
3Y-14.9%-11.3%-3.6%-12.8%
5Y+54.2%+0.8%+53.4%+43.4%
All+54.2%+1.5%+52.7%+43.4%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling