-32.0%
HDB vs PCOR
-30.9%
-1.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.8% | +0.1% |
| 7D | +0.4% | -9.0% | +9.4% | +1.5% |
| 30D | -2.8% | +4.2% | -7.0% | -3.4% |
| 3M | -3.5% | +14.4% | -18.0% | -5.4% |
| 6M | -24.7% | +0.2% | -24.9% | -25.4% |
| YTD | -36.6% | -20.3% | -16.3% | -35.6% |
| 1Y | -34.4% | -16.1% | -18.2% | -34.1% |
| 3Y | -24.4% | -14.7% | -9.7% | -26.3% |
| 5Y | -35.4% | -43.2% | +7.8% | -37.7% |
| All | -32.0% | -30.9% | -1.1% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling