+40.3%
GEHC vs PCOR
+49.5%
-9.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +3.7% | +20.7% | -17.0% | -1.2% |
| 30D | +27.3% | +35.7% | -8.4% | +18.0% |
| 3M | +14.7% | +31.1% | -16.3% | +6.8% |
| 6M | +31.9% | +43.1% | -11.2% | +19.4% |
| YTD | +2.2% | +4.8% | -2.6% | -1.0% |
| 1Y | +14.1% | -3.7% | +17.7% | +13.0% |
| 3Y | +21.0% | +46.5% | -25.6% | +5.3% |
| All | +40.3% | +49.5% | -9.2% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling