-21.0%
PCG vs PHM
+64.3%
-85.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.6% |
| 7D | -1.6% | +6.2% | -7.8% | -2.9% |
| 30D | +1.4% | +17.9% | -16.5% | -2.3% |
| 3M | -23.4% | +2.5% | -25.9% | -23.9% |
| 6M | -19.4% | +10.8% | -30.2% | -21.5% |
| YTD | -18.5% | +13.7% | -32.2% | -21.2% |
| 1Y | -19.5% | +12.4% | -31.9% | -22.2% |
| 3Y | -21.0% | +65.6% | -86.6% | -39.6% |
| All | -21.0% | +64.3% | -85.3% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling