-21.1%
PCG vs PHM
+7.3%
-28.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.6% |
| 7D | -2.0% | -6.1% | +4.1% | -0.9% |
| 30D | -2.7% | +13.7% | -16.4% | -5.1% |
| 3M | -25.1% | -1.5% | -23.5% | -24.6% |
| 6M | -22.3% | +11.3% | -33.6% | -24.0% |
| YTD | -18.5% | +8.9% | -27.4% | -18.8% |
| All | -21.1% | +7.3% | -28.4% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling