+46.5%
PCOR vs HBM
+448.1%
-401.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.4% |
| 7D | +20.7% | +2.4% | +18.3% | +20.2% |
| 30D | +35.7% | -16.0% | +51.6% | +39.3% |
| 3M | +31.1% | -21.3% | +52.4% | +35.4% |
| 6M | +43.1% | -12.2% | +55.4% | +43.2% |
| YTD | +4.8% | +10.7% | -5.8% | -5.3% |
| 1Y | -3.7% | +30.3% | -34.0% | -17.9% |
| 3Y | +46.5% | +432.2% | -385.7% | -28.0% |
| All | +46.5% | +448.1% | -401.6% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling