-14.1%
PCOR vs HBM
+170.1%
-184.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +1.5% |
| 7D | +23.7% | -11.9% | +35.6% | +26.8% |
| 30D | +39.0% | -23.6% | +62.6% | +46.3% |
| 3M | +35.8% | -20.5% | +56.3% | +40.9% |
| 6M | +38.2% | -7.9% | +46.1% | +36.3% |
| YTD | +3.9% | +3.8% | +0.2% | -3.9% |
| 1Y | +5.7% | +31.7% | -26.0% | -8.8% |
| 3Y | +44.8% | +342.4% | -297.6% | -13.4% |
| 5Y | -19.8% | +205.5% | -225.3% | -49.3% |
| All | -14.1% | +170.1% | -184.2% | -47.9% |
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