-4.8%
PCOR vs PHM
+11.3%
-16.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | +22.7% | +6.2% | +16.5% | +21.9% |
| 30D | +37.5% | +17.9% | +19.5% | +35.7% |
| 3M | +35.2% | +2.5% | +32.7% | +33.9% |
| 6M | +42.2% | +10.8% | +31.4% | +40.9% |
| YTD | +3.6% | +13.7% | -10.2% | +1.5% |
| 1Y | -4.8% | +12.4% | -17.1% | -7.0% |
| All | -4.8% | +11.3% | -16.0% | -7.0% |
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 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