+87.3%
PCG vs PHM
+12,230.3%
-12,143.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.7% |
| 7D | -1.6% | +6.2% | -7.8% | -2.6% |
| 30D | +1.4% | +17.9% | -16.5% | -1.4% |
| 3M | -23.4% | +2.5% | -25.9% | -23.9% |
| 6M | -19.4% | +10.8% | -30.2% | -21.0% |
| YTD | -18.5% | +13.7% | -32.2% | -20.6% |
| 1Y | -19.5% | +12.4% | -31.9% | -21.6% |
| 3Y | -21.0% | +65.6% | -86.6% | -28.4% |
| 5Y | +13.7% | +175.3% | -161.6% | -6.2% |
| 10Y | -77.2% | +713.9% | -791.1% | -83.9% |
| All | +87.3% | +12,230.3% | -12,143.0% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling