+23.4%
HPQ vs PCOR
-30.9%
+54.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +3.3% |
| 7D | +6.9% | -9.0% | +15.9% | +9.4% |
| 30D | +14.4% | +4.2% | +10.3% | +13.0% |
| 3M | +25.6% | +14.4% | +11.2% | +20.4% |
| 6M | +75.0% | +0.2% | +74.9% | +72.1% |
| YTD | +50.7% | -20.3% | +70.9% | +56.1% |
| 1Y | +18.7% | -16.1% | +34.8% | +21.1% |
| 3Y | +21.5% | -14.7% | +36.2% | +20.2% |
| 5Y | +31.6% | -43.2% | +74.7% | +25.4% |
| All | +23.4% | -30.9% | +54.3% | +20.9% |
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