-9.3%
PCOR vs PHM
+158.6%
-167.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.0% | -4.1% | +7.2% | +5.0% |
| 30D | +38.7% | +16.1% | +22.5% | +29.7% |
| 3M | +24.9% | -2.5% | +27.3% | +26.0% |
| 6M | +68.8% | +12.9% | +55.9% | +57.3% |
| YTD | +6.7% | +9.0% | -2.3% | -1.2% |
| 1Y | +3.0% | +8.2% | -5.2% | -4.6% |
| 3Y | +48.6% | +58.4% | -9.8% | +3.3% |
| All | -9.3% | +158.6% | -167.9% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling