+243.4%
HPE vs PCOR
-9.0%
+252.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +5.9% |
| 7D | -7.1% | +22.2% | -29.3% | -11.4% |
| 30D | -35.3% | +36.0% | -71.3% | -39.7% |
| 3M | -10.4% | +34.0% | -44.4% | -16.9% |
| 6M | +52.5% | +43.5% | +9.0% | +38.2% |
| YTD | +100.3% | +5.1% | +95.2% | +93.3% |
| 1Y | +106.4% | -3.9% | +110.3% | +104.0% |
| 3Y | +227.4% | +52.9% | +174.5% | +188.2% |
| 5Y | +250.6% | -18.7% | +269.2% | +216.7% |
| All | +243.4% | -9.0% | +252.3% | +214.2% |
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