-13.3%
PCOR vs PHM
+147.8%
-161.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +1.5% |
| 7D | +20.7% | +2.9% | +17.8% | +19.5% |
| 30D | +35.7% | +16.5% | +19.2% | +26.7% |
| 3M | +31.1% | +0.6% | +30.4% | +30.4% |
| 6M | +43.1% | +11.6% | +31.5% | +34.5% |
| YTD | +4.8% | +12.1% | -7.3% | -4.0% |
| 1Y | -3.7% | +9.6% | -13.3% | -11.0% |
| 3Y | +46.5% | +62.3% | -15.7% | +2.5% |
| 5Y | -17.3% | +170.4% | -187.7% | -61.1% |
| All | -13.3% | +147.8% | -161.1% | -58.4% |
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