+91.4%
PCG vs HUM
+6,259.1%
-6,167.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.7% | +2.0% |
| 7D | +2.2% | +3.7% | -1.6% | +1.7% |
| 30D | +0.8% | +5.5% | -4.8% | +0.1% |
| 3M | -23.8% | +17.1% | -40.9% | -25.3% |
| 6M | -19.6% | +48.3% | -67.9% | -23.5% |
| YTD | -16.7% | +77.4% | -94.1% | -23.0% |
| 1Y | -19.4% | +92.6% | -111.9% | -26.3% |
| 3Y | -18.3% | -6.1% | -12.2% | -20.3% |
| 5Y | +10.4% | +6.2% | +4.2% | +5.3% |
| 10Y | -76.1% | +153.6% | -229.8% | -79.2% |
| All | +91.4% | +6,259.1% | -6,167.7% | +21.1% |
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