+156.4%
HCA vs PCOR
-9.0%
+165.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.8% |
| 7D | +7.9% | +22.2% | -14.3% | +5.6% |
| 30D | +11.9% | +36.0% | -24.1% | +8.4% |
| 3M | +22.4% | +34.0% | -11.6% | +18.4% |
| 6M | +16.5% | +43.5% | -27.0% | +11.5% |
| YTD | +8.7% | +5.1% | +3.6% | +7.1% |
| 1Y | +6.7% | -3.9% | +10.6% | +6.1% |
| 3Y | +127.0% | +52.9% | +74.1% | +106.9% |
| 5Y | +113.9% | -18.7% | +132.6% | +97.1% |
| All | +156.4% | -9.0% | +165.4% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling