-27.5%
HDB vs PCOR
-10.0%
-17.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +13.3% | +23.7% | -10.4% | +10.4% |
| 30D | +10.2% | +39.0% | -28.8% | +5.9% |
| 3M | +3.6% | +35.8% | -32.2% | -0.5% |
| 6M | -0.5% | +38.2% | -38.8% | -5.0% |
| YTD | -32.4% | +3.9% | -36.3% | -33.6% |
| 1Y | -31.1% | +5.7% | -36.7% | -32.6% |
| 3Y | -12.6% | +44.8% | -57.4% | -20.7% |
| 5Y | -25.7% | -19.8% | -5.9% | -30.6% |
| All | -27.5% | -10.0% | -17.5% | -33.6% |
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 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