+55.3%
HAS vs PCOR
-10.0%
+65.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | 0.0% | +23.7% | -23.7% | -4.4% |
| 30D | +31.3% | +39.0% | -7.7% | +22.9% |
| 3M | +32.1% | +35.8% | -3.6% | +23.7% |
| 6M | +28.1% | +38.2% | -10.1% | +18.7% |
| YTD | +49.1% | +3.9% | +45.2% | +44.9% |
| 1Y | +60.5% | +5.7% | +54.9% | +55.1% |
| 3Y | +183.9% | +44.8% | +139.1% | +150.0% |
| 5Y | +51.2% | -19.8% | +71.0% | +35.8% |
| All | +55.3% | -10.0% | +65.3% | +39.7% |
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