+9.3%
HON vs PCOR
-19.6%
+28.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.0% |
| 7D | +0.8% | +22.7% | -21.9% | -2.0% |
| 30D | +5.7% | +37.5% | -31.7% | +1.3% |
| 3M | -8.3% | +35.2% | -43.5% | -12.3% |
| 6M | -2.4% | +42.2% | -44.7% | -7.7% |
| YTD | +9.0% | +3.6% | +5.4% | +7.2% |
| 1Y | +9.2% | -4.8% | +14.0% | +8.8% |
| 3Y | +26.3% | +48.3% | -22.0% | +14.4% |
| All | +9.3% | -19.6% | +28.9% | +1.6% |
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