+105.3%
HCA vs PCOR
-30.9%
+136.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.2% | -0.6% |
| 7D | -3.1% | -9.0% | +5.9% | -2.2% |
| 30D | -1.1% | +4.2% | -5.3% | -1.6% |
| 3M | +12.2% | +14.4% | -2.3% | +10.3% |
| 6M | -25.3% | +0.2% | -25.5% | -26.0% |
| YTD | -12.9% | -20.3% | +7.3% | -11.6% |
| 1Y | -0.9% | -16.1% | +15.2% | -0.4% |
| 3Y | +47.6% | -14.7% | +62.3% | +44.0% |
| 5Y | +67.0% | -43.2% | +110.1% | +58.8% |
| All | +105.3% | -30.9% | +136.2% | +99.6% |
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