+232.1%
HPE vs PCOR
-19.6%
+251.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | -18.7% | +22.7% | -41.5% | -22.7% |
| 30D | -37.9% | +37.5% | -75.4% | -42.5% |
| 3M | -14.4% | +35.2% | -49.6% | -21.1% |
| 6M | +48.2% | +42.2% | +6.0% | +33.9% |
| YTD | +88.6% | +3.6% | +85.1% | +82.5% |
| 1Y | +94.8% | -4.8% | +99.5% | +92.9% |
| 3Y | +202.7% | +48.3% | +154.4% | +165.6% |
| All | +232.1% | -19.6% | +251.7% | +198.7% |
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