+8.6%
HPQ vs PCOR
-10.3%
+19.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.2% |
| 7D | -1.1% | +22.7% | -23.8% | -6.4% |
| 30D | -11.7% | +37.5% | -49.2% | -18.8% |
| 3M | +2.0% | +35.2% | -33.2% | -6.4% |
| 6M | +35.9% | +42.2% | -6.4% | +22.4% |
| YTD | +32.7% | +3.6% | +29.1% | +27.8% |
| 1Y | +14.3% | -4.8% | +19.0% | +12.5% |
| 3Y | +17.8% | +48.3% | -30.5% | +2.5% |
| 5Y | +7.6% | -20.1% | +27.6% | -4.5% |
| All | +8.6% | -10.3% | +19.0% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling