+151.4%
HCA vs PCOR
-10.3%
+161.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +4.6% | +22.7% | -18.1% | +2.3% |
| 30D | +12.7% | +37.5% | -24.8% | +9.1% |
| 3M | +21.3% | +35.2% | -13.9% | +17.3% |
| 6M | +15.7% | +42.2% | -26.5% | +10.9% |
| YTD | +6.6% | +3.6% | +3.0% | +5.2% |
| 1Y | +5.7% | -4.8% | +10.5% | +5.3% |
| 3Y | +119.2% | +48.3% | +70.9% | +100.5% |
| 5Y | +107.9% | -20.1% | +128.0% | +92.0% |
| All | +151.4% | -10.3% | +161.7% | +137.6% |
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