+103.8%
HCA vs PCOR
-33.1%
+136.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.4% |
| 7D | -2.8% | -6.9% | +4.1% | -2.1% |
| 30D | -2.7% | -1.5% | -1.2% | -2.7% |
| 3M | +11.5% | +18.5% | -7.0% | +9.3% |
| 6M | -24.3% | -4.7% | -19.6% | -24.6% |
| YTD | -13.6% | -22.8% | +9.2% | -12.0% |
| 1Y | -3.2% | -20.7% | +17.5% | -2.1% |
| 3Y | +50.4% | -14.6% | +65.0% | +46.5% |
| 5Y | +64.8% | -40.7% | +105.5% | +57.4% |
| All | +103.8% | -33.1% | +136.9% | +98.8% |
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