-18.1%
PCOR vs HIG
+7.5%
-25.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.1% |
| 7D | -9.0% | +0.3% | -9.3% | -9.0% |
| 30D | +4.2% | -3.2% | +7.4% | +4.7% |
| 3M | +14.4% | +9.1% | +5.3% | +12.9% |
| 6M | +0.2% | -1.8% | +2.0% | -0.6% |
| YTD | -20.3% | +1.8% | -22.0% | -20.9% |
| All | -18.1% | +7.5% | -25.6% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling