-14.1%
PCOR vs PHM
+156.4%
-170.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +23.7% | +8.7% | +15.0% | +19.4% |
| 30D | +39.0% | +16.4% | +22.6% | +29.8% |
| 3M | +35.8% | +1.8% | +33.9% | +34.3% |
| 6M | +38.2% | +15.1% | +23.2% | +28.0% |
| YTD | +3.9% | +16.0% | -12.1% | -6.3% |
| 1Y | +5.7% | +14.1% | -8.4% | -4.2% |
| 3Y | +44.8% | +65.9% | -21.1% | +0.5% |
| 5Y | -19.8% | +180.9% | -200.7% | -62.9% |
| All | -14.1% | +156.4% | -170.5% | -59.4% |
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