-13.1%
PCOR vs PHM
+157.8%
-170.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.3% |
| 7D | +22.2% | +3.5% | +18.7% | +20.6% |
| 30D | +36.0% | +21.2% | +14.8% | +24.8% |
| 3M | +34.0% | +2.5% | +31.5% | +32.2% |
| 6M | +43.5% | +16.1% | +27.4% | +32.5% |
| YTD | +5.1% | +16.6% | -11.5% | -5.5% |
| 1Y | -3.9% | +14.4% | -18.4% | -13.0% |
| 3Y | +52.9% | +71.9% | -19.0% | +3.9% |
| 5Y | -18.7% | +174.3% | -193.0% | -62.1% |
| All | -13.1% | +157.8% | -170.9% | -59.0% |
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