+16.0%
HON vs PCOR
-9.0%
+25.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.9% |
| 7D | +2.3% | +22.2% | -19.9% | -0.3% |
| 30D | +10.2% | +36.0% | -25.8% | +5.9% |
| 3M | -6.7% | +34.0% | -40.7% | -10.5% |
| 6M | +3.3% | +43.5% | -40.2% | -2.1% |
| YTD | +13.4% | +5.1% | +8.3% | +11.4% |
| 1Y | +14.7% | -3.9% | +18.7% | +14.1% |
| 3Y | +33.4% | +52.9% | -19.5% | +21.1% |
| 5Y | +12.7% | -18.7% | +31.4% | +4.6% |
| All | +16.0% | -9.0% | +25.0% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling