-77.6%
PCG vs PH
+759.6%
-837.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.8% | -3.1% |
| 7D | -1.6% | +2.0% | -3.6% | -2.5% |
| 30D | +1.4% | -3.7% | +5.1% | +2.7% |
| 3M | -23.4% | -14.0% | -9.4% | -18.7% |
| 6M | -19.4% | +2.1% | -21.5% | -20.9% |
| YTD | -18.5% | +5.1% | -23.5% | -21.4% |
| 1Y | -19.5% | +10.9% | -30.5% | -24.3% |
| 3Y | -21.0% | +132.9% | -153.9% | -48.9% |
| 5Y | +13.7% | +200.1% | -186.3% | -37.2% |
| All | -77.6% | +759.6% | -837.2% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling