-10.1%
HDB vs PCOR
+43.8%
-53.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.8% |
| 7D | +13.3% | +22.7% | -9.4% | +11.6% |
| 30D | +13.6% | +37.5% | -23.9% | +10.9% |
| 3M | +5.8% | +35.2% | -29.4% | +3.3% |
| 6M | -1.9% | +42.2% | -44.2% | -4.8% |
| YTD | -31.2% | +3.6% | -34.8% | -32.1% |
| 1Y | -29.6% | -4.8% | -24.8% | -30.1% |
| 3Y | -10.1% | +48.3% | -58.4% | -20.3% |
| All | -10.1% | +43.8% | -53.9% | -20.3% |
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 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