+54.2%
PCG vs HUM
+1.5%
+52.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 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