-17.3%
PCOR vs HBM
+215.2%
-232.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.5% |
| 7D | +20.7% | +2.4% | +18.3% | +20.1% |
| 30D | +35.7% | -16.0% | +51.6% | +40.1% |
| 3M | +31.1% | -21.3% | +52.4% | +36.4% |
| 6M | +43.1% | -12.2% | +55.4% | +43.1% |
| YTD | +4.8% | +10.7% | -5.8% | -4.8% |
| 1Y | -3.7% | +30.3% | -34.0% | -16.9% |
| 3Y | +46.5% | +432.2% | -385.7% | -18.9% |
| 5Y | -17.3% | +218.8% | -236.1% | -49.0% |
| All | -17.3% | +215.2% | -232.5% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling