-76.2%
PCG vs PH
+737.8%
-814.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -0.5% | +2.1% | -2.6% | -1.5% |
| 30D | +0.8% | +0.3% | +0.5% | +0.3% |
| 3M | -22.0% | -8.8% | -13.2% | -19.3% |
| 6M | -17.1% | +10.0% | -27.1% | -21.2% |
| YTD | -16.9% | +10.5% | -27.3% | -21.5% |
| 1Y | -19.1% | +15.5% | -34.6% | -25.2% |
| 3Y | -19.4% | +136.4% | -155.8% | -48.3% |
| 5Y | +9.0% | +213.6% | -204.6% | -41.2% |
| 10Y | -76.2% | +713.9% | -790.1% | -91.7% |
| All | -76.2% | +737.8% | -814.0% | -91.7% |
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