-23.5%
HDB vs PCOR
-14.6%
-8.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.5% |
| 7D | +13.7% | +22.2% | -8.5% | +10.9% |
| 30D | +15.8% | +36.0% | -20.2% | +11.6% |
| 3M | +9.2% | +34.0% | -24.8% | +5.1% |
| 6M | +3.2% | +43.5% | -40.3% | -2.0% |
| YTD | -29.4% | +5.1% | -34.5% | -30.7% |
| 1Y | -27.9% | -3.9% | -24.0% | -28.5% |
| 3Y | -5.9% | +52.9% | -58.8% | -15.6% |
| 5Y | -23.5% | -18.7% | -4.8% | -28.6% |
| All | -23.5% | -14.6% | -8.9% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling