+122.0%
HCA vs PCOR
+50.0%
+72.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +0.8% | +3.0% | -2.2% | +0.6% |
| 30D | +6.1% | +38.7% | -32.6% | +3.8% |
| 3M | +21.4% | +24.9% | -3.4% | +19.4% |
| 6M | +17.2% | +68.8% | -51.6% | +13.1% |
| YTD | +7.5% | +6.7% | +0.8% | +6.6% |
| 1Y | +6.2% | +3.0% | +3.2% | +5.6% |
| 3Y | +122.0% | +48.6% | +73.4% | +92.5% |
| All | +122.0% | +50.0% | +72.0% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling