+9.6%
HPQ vs PCOR
-12.9%
+22.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.9% | +2.2% | -4.1% | -2.5% |
| 30D | -5.7% | +37.4% | -43.2% | -13.7% |
| 3M | -0.4% | +33.2% | -33.6% | -8.6% |
| 6M | +40.0% | +60.6% | -20.6% | +21.4% |
| YTD | +34.6% | +6.2% | +28.5% | +28.6% |
| 1Y | +20.4% | -1.1% | +21.5% | +17.3% |
| 3Y | +18.3% | +48.4% | -30.1% | +1.7% |
| 5Y | +9.6% | -13.1% | +22.7% | -2.4% |
| All | +9.6% | -12.9% | +22.5% | -2.4% |
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