-24.2%
HDB vs PCOR
-7.6%
-16.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +2.7% | +3.0% | -0.3% | +2.4% |
| 30D | +14.1% | +38.7% | -24.5% | +9.7% |
| 3M | +11.8% | +24.9% | -13.0% | +8.6% |
| 6M | +8.2% | +68.8% | -60.6% | +0.9% |
| YTD | -29.3% | +6.7% | -36.0% | -30.8% |
| 1Y | -28.8% | +3.0% | -31.8% | -30.0% |
| 3Y | -7.5% | +48.6% | -56.1% | -16.2% |
| 5Y | -23.1% | -12.7% | -10.4% | -28.8% |
| All | -24.2% | -7.6% | -16.6% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling