-13.1%
PCOR vs HIG
+127.8%
-140.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | +22.2% | -0.5% | +22.7% | +22.6% |
| 30D | +36.0% | +4.5% | +31.6% | +33.8% |
| 3M | +34.0% | -5.5% | +39.5% | +37.1% |
| 6M | +43.5% | +3.1% | +40.4% | +41.4% |
| YTD | +5.1% | -0.8% | +5.9% | +4.9% |
| 1Y | -3.9% | +6.1% | -10.0% | -7.0% |
| 3Y | +52.9% | +94.1% | -41.2% | +13.7% |
| 5Y | -18.7% | +106.4% | -125.1% | -42.9% |
| All | -13.1% | +127.8% | -140.9% | -42.1% |
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