+37.3%
GEHC vs PCOR
+51.4%
-14.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.3% | +2.2% | -4.4% | -2.8% |
| 30D | +19.0% | +37.4% | -18.4% | +10.0% |
| 3M | +13.3% | +33.2% | -19.9% | +5.1% |
| 6M | +31.5% | +60.6% | -29.1% | +15.8% |
| YTD | 0.0% | +6.2% | -6.2% | -3.5% |
| 1Y | +9.4% | -1.1% | +10.4% | +7.6% |
| 3Y | +18.3% | +48.4% | -30.1% | +2.7% |
| All | +37.3% | +51.4% | -14.1% | +15.9% |
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