-19.4%
PCG vs PH
+139.6%
-159.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -0.5% | +2.1% | -2.6% | -1.0% |
| 30D | +0.8% | +0.3% | +0.5% | +0.6% |
| 3M | -22.0% | -8.8% | -13.2% | -20.6% |
| 6M | -17.1% | +10.0% | -27.1% | -19.3% |
| YTD | -16.9% | +10.5% | -27.3% | -19.3% |
| 1Y | -19.1% | +15.5% | -34.6% | -22.3% |
| 3Y | -19.4% | +136.4% | -155.8% | -40.2% |
| All | -19.4% | +139.6% | -159.0% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling