-11.8%
PCOR vs HIG
+132.2%
-144.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +3.0% | +2.6% | +0.4% | +1.9% |
| 30D | +38.7% | +4.2% | +34.5% | +36.4% |
| 3M | +24.9% | +0.2% | +24.7% | +24.7% |
| 6M | +68.8% | +4.6% | +64.2% | +65.3% |
| YTD | +6.7% | +1.1% | +5.6% | +5.6% |
| 1Y | +3.0% | +4.7% | -1.7% | +0.3% |
| 3Y | +48.6% | +95.5% | -46.8% | +10.2% |
| 5Y | -12.7% | +111.7% | -124.3% | -39.2% |
| All | -11.8% | +132.2% | -144.0% | -41.7% |
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