+48.3%
PCOR vs HIG
+89.3%
-41.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.6% |
| 7D | +22.7% | +1.1% | +21.7% | +22.4% |
| 30D | +37.5% | +5.6% | +31.9% | +34.8% |
| 3M | +35.2% | -6.9% | +42.1% | +39.1% |
| 6M | +42.2% | +1.3% | +40.9% | +41.4% |
| YTD | +3.6% | -1.5% | +5.0% | +3.7% |
| 1Y | -4.8% | +6.6% | -11.4% | -8.0% |
| 3Y | +48.3% | +91.2% | -42.8% | +40.9% |
| All | +48.3% | +89.3% | -41.0% | +40.9% |
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 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