-12.2%
PCOR vs HIG
+131.3%
-143.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +37.4% | +4.4% | +33.1% | +35.1% |
| 3M | +33.2% | 0.0% | +33.2% | +33.2% |
| 6M | +60.6% | +3.8% | +56.8% | +57.8% |
| YTD | +6.2% | +0.7% | +5.5% | +5.3% |
| 1Y | -1.1% | +5.0% | -6.1% | -3.8% |
| 3Y | +48.4% | +95.3% | -46.9% | +10.1% |
| 5Y | -13.1% | +110.8% | -123.9% | -39.4% |
| All | -12.2% | +131.3% | -143.5% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling