+105.7%
PCG vs HUM
+5,562.3%
-5,456.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.7% | +2.6% |
| 7D | -13.9% | +4.2% | -18.0% | -14.2% |
| 30D | -16.9% | +10.4% | -27.2% | -17.8% |
| 3M | -14.7% | +15.1% | -29.8% | -16.2% |
| 6M | -23.8% | +120.9% | -144.7% | -31.0% |
| YTD | -10.5% | +57.9% | -68.4% | -16.0% |
| 1Y | -5.1% | +30.6% | -35.7% | -9.3% |
| 3Y | -11.6% | -9.6% | -2.0% | -13.3% |
| 5Y | +59.0% | +1.6% | +57.4% | +52.6% |
| 10Y | -75.7% | +146.4% | -222.2% | -78.7% |
| All | +105.7% | +5,562.3% | -5,456.6% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling