-13.1%
PCOR vs HBM
+199.1%
-212.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.0% | -7.5% | -0.3% |
| 7D | +22.2% | +5.0% | +17.2% | +20.9% |
| 30D | +36.0% | -12.7% | +48.8% | +39.3% |
| 3M | +34.0% | -17.4% | +51.4% | +38.0% |
| 6M | +43.5% | -8.9% | +52.4% | +42.4% |
| YTD | +5.1% | +14.9% | -9.8% | -4.8% |
| 1Y | -3.9% | +41.4% | -45.4% | -18.2% |
| 3Y | +52.9% | +462.1% | -409.2% | -13.3% |
| 5Y | -18.7% | +224.0% | -242.7% | -49.3% |
| All | -13.1% | +199.1% | -212.3% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling