+741.5%
HWM vs PCOR
-43.0%
+784.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.2% |
| 7D | -2.1% | -9.0% | +6.9% | -0.7% |
| 30D | -11.0% | +4.2% | -15.2% | -11.7% |
| 3M | +4.0% | +14.4% | -10.4% | +1.3% |
| 6M | -0.2% | +0.2% | -0.4% | -1.6% |
| YTD | +26.7% | -20.3% | +46.9% | +29.9% |
| 1Y | +44.7% | -16.1% | +60.9% | +46.3% |
| 3Y | +426.1% | -14.7% | +440.8% | +418.0% |
| All | +741.5% | -43.0% | +784.5% | +702.8% |
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