-41.4%
PCOR vs HBM
+349.4%
-390.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.3% | -4.1% |
| 7D | -9.0% | -6.4% | -2.6% | -7.7% |
| 30D | +4.2% | +5.9% | -1.7% | +2.6% |
| 3M | +14.4% | -8.9% | +23.3% | +15.3% |
| 6M | +0.2% | +10.7% | -10.5% | -5.1% |
| YTD | -20.3% | +38.3% | -58.5% | -30.4% |
| 1Y | -16.1% | +121.3% | -137.5% | -36.8% |
| 3Y | -14.7% | +450.6% | -465.3% | -52.5% |
| All | -41.4% | +349.4% | -390.8% | -66.7% |
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