+114.4%
HPE vs PCOR
+1.3%
+113.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.7% |
| 7D | +7.9% | +3.0% | +4.8% | +7.9% |
| 30D | -23.5% | +38.7% | -62.2% | -23.6% |
| 3M | -19.1% | +24.9% | -43.9% | -18.3% |
| 6M | +51.4% | +68.8% | -17.4% | +49.4% |
| YTD | +103.4% | +6.7% | +96.7% | +124.6% |
| 1Y | +114.4% | +3.0% | +111.4% | +145.3% |
| All | +114.4% | +1.3% | +113.1% | +145.3% |
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