-76.0%
PCG vs PH
+700.2%
-776.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.2% | +4.3% | -2.2% | +0.3% |
| 30D | +0.8% | +0.1% | +0.6% | +0.4% |
| 3M | -23.8% | -9.4% | -14.4% | -20.9% |
| 6M | -19.6% | +8.8% | -28.4% | -23.2% |
| YTD | -16.7% | +9.6% | -26.4% | -21.2% |
| 1Y | -19.4% | +14.4% | -33.8% | -25.2% |
| 3Y | -18.3% | +134.5% | -152.8% | -47.4% |
| 5Y | +10.4% | +204.4% | -194.0% | -39.6% |
| All | -76.0% | +700.2% | -776.2% | -91.6% |
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