+29.8%
GH vs PCOR
-9.2%
+39.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -11.2% | +20.7% | -32.0% | -20.6% |
| 30D | -7.2% | +35.7% | -42.9% | -22.0% |
| 3M | -7.1% | +31.1% | -38.1% | -21.7% |
| 6M | +62.3% | +43.1% | +19.2% | +27.3% |
| YTD | +52.1% | +4.8% | +47.3% | +38.3% |
| 1Y | +58.6% | -3.7% | +62.3% | +51.1% |
| 3Y | +619.9% | +46.5% | +573.3% | +380.5% |
| 5Y | +49.7% | -17.3% | +67.0% | +14.4% |
| All | +29.8% | -9.2% | +39.0% | 0.0% |
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