+48.3%
PCOR vs PHM
+64.3%
-16.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | +22.7% | +6.2% | +16.5% | +20.6% |
| 30D | +37.5% | +17.9% | +19.5% | +30.6% |
| 3M | +35.2% | +2.5% | +32.7% | +33.9% |
| 6M | +42.2% | +10.8% | +31.4% | +36.6% |
| YTD | +3.6% | +13.7% | -10.2% | -3.3% |
| 1Y | -4.8% | +12.4% | -17.1% | -10.8% |
| 3Y | +48.3% | +65.6% | -17.3% | -4.2% |
| All | +48.3% | +64.3% | -16.0% | -4.2% |
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