-76.5%
PCG vs PHM
+669.9%
-746.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | -2.0% | -6.1% | +4.1% | +0.1% |
| 30D | -2.7% | +13.7% | -16.4% | -7.2% |
| 3M | -25.1% | -1.5% | -23.5% | -25.2% |
| 6M | -22.3% | +11.3% | -33.6% | -25.9% |
| YTD | -18.5% | +8.9% | -27.4% | -22.1% |
| 1Y | -21.8% | +6.1% | -27.9% | -24.9% |
| 3Y | -21.0% | +57.7% | -78.7% | -36.9% |
| 5Y | +8.1% | +159.0% | -150.9% | -31.9% |
| All | -76.5% | +669.9% | -746.4% | -89.4% |
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