+154.2%
HCA vs PCOR
-8.1%
+162.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -1.3% | +2.2% | -3.5% | -1.6% |
| 30D | +8.7% | +37.4% | -28.8% | +5.1% |
| 3M | +21.0% | +33.2% | -12.2% | +17.2% |
| 6M | +17.0% | +60.6% | -43.6% | +10.8% |
| YTD | +7.8% | +6.2% | +1.6% | +6.1% |
| 1Y | +6.4% | -1.1% | +7.5% | +5.6% |
| 3Y | +120.0% | +48.4% | +71.6% | +101.4% |
| 5Y | +112.9% | -13.1% | +126.0% | +95.2% |
| All | +154.2% | -8.1% | +162.3% | +139.7% |
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