-11.7%
HDB vs PCOR
+44.3%
-56.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +13.3% | +23.7% | -10.4% | +11.5% |
| 30D | +10.2% | +39.0% | -28.8% | +7.6% |
| 3M | +3.6% | +35.8% | -32.2% | +1.1% |
| 6M | -0.5% | +38.2% | -38.8% | -3.3% |
| YTD | -32.4% | +3.9% | -36.3% | -33.3% |
| 1Y | -31.1% | +5.7% | -36.7% | -32.2% |
| All | -11.7% | +44.3% | -56.0% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling