+102.7%
HPE vs PCOR
-4.3%
+107.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +6.2% |
| 7D | -7.1% | +22.2% | -29.3% | -6.9% |
| 30D | -35.3% | +36.0% | -71.3% | -35.4% |
| 3M | -10.4% | +34.0% | -44.4% | -10.6% |
| 6M | +52.5% | +43.5% | +9.0% | +53.3% |
| YTD | +100.3% | +5.1% | +95.2% | +120.8% |
| All | +102.7% | -4.3% | +107.0% | +143.5% |
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