+2.9%
PCG vs PHM
-13.4%
+16.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.5% | +7.2% | +4.5% |
| 7D | +5.4% | -2.5% | +7.9% | +6.0% |
| 30D | -15.1% | -9.7% | -5.5% | -12.9% |
| 3M | -9.8% | +2.2% | -12.0% | -10.5% |
| 6M | -18.0% | -5.7% | -12.3% | -17.1% |
| YTD | -7.2% | +2.8% | -10.1% | -7.7% |
| 1Y | +2.9% | -14.4% | +17.3% | +10.2% |
| All | +2.9% | -13.4% | +16.3% | +10.2% |
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