+15.5%
GEHC vs PCOR
+13.7%
+1.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.0% | -0.2% |
| 7D | -4.0% | -9.0% | +5.0% | -1.9% |
| 30D | -2.0% | +4.2% | -6.1% | -3.1% |
| 3M | +8.0% | +14.4% | -6.4% | +3.9% |
| 6M | -12.8% | +0.2% | -12.9% | -14.3% |
| YTD | -15.9% | -20.3% | +4.3% | -12.6% |
| 1Y | -6.9% | -16.1% | +9.2% | -5.1% |
| 3Y | 0.0% | -14.7% | +14.7% | -1.9% |
| All | +15.5% | +13.7% | +1.7% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling