-14.4%
PCOR vs HBM
+174.5%
-188.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | +22.7% | -3.6% | +26.4% | +23.7% |
| 30D | +37.5% | -19.2% | +56.6% | +43.1% |
| 3M | +35.2% | -20.5% | +55.7% | +40.4% |
| 6M | +42.2% | -12.8% | +55.1% | +42.3% |
| YTD | +3.6% | +5.4% | -1.9% | -4.5% |
| 1Y | -4.8% | +33.0% | -37.7% | -17.9% |
| 3Y | +48.3% | +357.3% | -309.0% | -12.0% |
| 5Y | -20.1% | +210.4% | -230.5% | -49.6% |
| All | -14.4% | +174.5% | -188.9% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling