-19.6%
PCG vs HUM
+51.5%
-71.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.7% | +2.0% |
| 7D | +2.2% | +3.7% | -1.6% | +1.8% |
| 30D | +0.8% | +5.5% | -4.8% | +0.2% |
| 3M | -23.8% | +17.1% | -40.9% | -25.5% |
| 6M | -19.6% | +48.3% | -67.9% | -19.0% |
| All | -19.6% | +51.5% | -71.1% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling