-76.0%
PCG vs PH
+808.0%
-883.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -13.9% | -3.1% | -10.8% | -12.7% |
| 30D | -16.9% | -3.2% | -13.6% | -15.8% |
| 3M | -14.7% | +10.6% | -25.3% | -18.7% |
| 6M | -23.8% | -2.1% | -21.7% | -23.8% |
| YTD | -10.5% | +10.2% | -20.7% | -15.0% |
| 1Y | -5.1% | +28.2% | -33.3% | -16.0% |
| 3Y | -11.6% | +134.9% | -146.5% | -42.9% |
| 5Y | +59.0% | +253.6% | -194.6% | -18.6% |
| All | -76.0% | +808.0% | -883.9% | -91.8% |
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