+13.1%
HPQ vs PCOR
-11.9%
+25.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +3.2% | +3.0% | +0.1% | +2.3% |
| 30D | -3.6% | +38.7% | -42.3% | -11.9% |
| 3M | -5.3% | +24.9% | -30.1% | -11.6% |
| 6M | +41.1% | +68.8% | -27.6% | +20.8% |
| YTD | +36.9% | +6.7% | +30.2% | +30.6% |
| 1Y | +23.5% | +3.0% | +20.5% | +19.0% |
| 3Y | +19.6% | +48.6% | -29.0% | +2.8% |
| All | +13.1% | -11.9% | +25.0% | -0.4% |
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