-76.7%
PCG vs PHM
+746.3%
-823.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.2% | +0.5% |
| 7D | -1.1% | +3.5% | -4.6% | -2.3% |
| 30D | +0.1% | +21.2% | -21.1% | -6.5% |
| 3M | -24.4% | +2.5% | -26.9% | -25.5% |
| 6M | -17.7% | +16.1% | -33.7% | -22.5% |
| YTD | -17.4% | +16.6% | -34.0% | -22.8% |
| 1Y | -19.4% | +14.4% | -33.8% | -24.4% |
| 3Y | -18.6% | +71.9% | -90.5% | -36.8% |
| 5Y | +10.2% | +174.3% | -164.1% | -31.7% |
| 10Y | -76.7% | +744.0% | -820.7% | -89.5% |
| All | -76.7% | +746.3% | -823.0% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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