-14.4%
PCOR vs PHM
+151.4%
-165.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.6% |
| 7D | +22.7% | +6.2% | +16.5% | +19.7% |
| 30D | +37.5% | +17.9% | +19.5% | +27.7% |
| 3M | +35.2% | +2.5% | +32.7% | +33.4% |
| 6M | +42.2% | +10.8% | +31.4% | +34.1% |
| YTD | +3.6% | +13.7% | -10.2% | -5.8% |
| 1Y | -4.8% | +12.4% | -17.1% | -13.0% |
| 3Y | +48.3% | +65.6% | -17.3% | +2.8% |
| 5Y | -20.1% | +175.3% | -195.4% | -62.7% |
| All | -14.4% | +151.4% | -165.8% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling