+46.5%
PCOR vs HIG
+97.9%
-51.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -1.1% |
| 7D | +20.7% | +2.1% | +18.6% | +19.8% |
| 30D | +35.7% | +6.7% | +28.9% | +32.4% |
| 3M | +31.1% | -1.9% | +33.0% | +32.1% |
| 6M | +43.1% | +5.3% | +37.8% | +40.0% |
| YTD | +4.8% | +1.3% | +3.5% | +3.8% |
| 1Y | -3.7% | +7.2% | -10.9% | -7.1% |
| 3Y | +46.5% | +96.6% | -50.1% | +35.5% |
| All | +46.5% | +97.9% | -51.3% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling