-26.2%
HDB vs PCOR
-10.3%
-15.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.8% |
| 7D | +13.3% | +22.7% | -9.4% | +10.5% |
| 30D | +13.6% | +37.5% | -23.9% | +9.3% |
| 3M | +5.8% | +35.2% | -29.4% | +1.7% |
| 6M | -1.9% | +42.2% | -44.2% | -6.6% |
| YTD | -31.2% | +3.6% | -34.8% | -32.4% |
| 1Y | -29.6% | -4.8% | -24.8% | -30.1% |
| 3Y | -10.1% | +48.3% | -58.4% | -18.7% |
| 5Y | -24.3% | -20.1% | -4.3% | -29.4% |
| All | -26.2% | -10.3% | -15.9% | -32.3% |
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