+116.4%
HPE vs PCOR
+4.0%
+112.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +19.7% | -25.3% | -5.3% |
| 7D | -17.0% | +21.8% | -38.8% | -16.7% |
| 30D | -26.7% | +39.5% | -66.3% | -26.8% |
| 3M | -4.1% | +35.2% | -39.4% | -4.2% |
| 6M | +75.4% | +21.7% | +53.7% | +79.9% |
| YTD | +111.0% | +3.9% | +107.1% | +120.9% |
| 1Y | +116.4% | +6.9% | +109.5% | +124.6% |
| All | +116.4% | +4.0% | +112.4% | +124.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling