-34.1%
PCOR vs PHM
+135.6%
-169.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | -9.0% | -3.2% | -5.8% | -7.6% |
| 30D | +4.2% | -6.4% | +10.6% | +7.2% |
| 3M | +14.4% | +5.5% | +8.9% | +10.5% |
| 6M | +0.2% | -5.4% | +5.6% | +1.0% |
| YTD | -20.3% | +6.6% | -26.8% | -25.2% |
| 1Y | -16.1% | -8.8% | -7.3% | -15.0% |
| 3Y | -14.7% | +54.1% | -68.8% | -39.3% |
| 5Y | -43.2% | +144.5% | -187.6% | -72.3% |
| All | -34.1% | +135.6% | -169.7% | -67.6% |
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