+46.5%
PCOR vs PHM
+64.0%
-17.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +1.1% |
| 7D | +20.7% | +2.9% | +17.8% | +19.8% |
| 30D | +35.7% | +16.5% | +19.2% | +29.5% |
| 3M | +31.1% | +0.6% | +30.4% | +30.6% |
| 6M | +43.1% | +11.6% | +31.5% | +37.2% |
| YTD | +4.8% | +12.1% | -7.3% | -1.6% |
| 1Y | -3.7% | +9.6% | -13.3% | -8.9% |
| 3Y | +46.5% | +62.3% | -15.7% | +2.0% |
| All | +46.5% | +64.0% | -17.4% | +2.0% |
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 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