-32.9%
HDB vs PCOR
+4.0%
-36.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +19.7% | -14.1% | +4.2% |
| 7D | +12.9% | +21.8% | -8.9% | +11.4% |
| 30D | +10.0% | +39.5% | -29.5% | +8.0% |
| 3M | +1.8% | +35.2% | -33.4% | 0.0% |
| 6M | -2.1% | +21.7% | -23.8% | -4.8% |
| YTD | -33.4% | +3.9% | -37.3% | -37.6% |
| 1Y | -32.9% | +6.9% | -39.8% | -36.9% |
| All | -32.9% | +4.0% | -36.9% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling