+40.5%
GEHC vs PCOR
+48.2%
-7.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +9.6% | +23.7% | -14.1% | +3.9% |
| 30D | +29.4% | +39.0% | -9.6% | +19.3% |
| 3M | +19.3% | +35.8% | -16.5% | +10.2% |
| 6M | +37.4% | +38.2% | -0.9% | +25.3% |
| YTD | +2.3% | +3.9% | -1.6% | -0.7% |
| 1Y | +11.0% | +5.7% | +5.3% | +6.9% |
| 3Y | +17.6% | +44.8% | -27.1% | +2.6% |
| All | +40.5% | +48.2% | -7.7% | +19.2% |
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