-11.9%
PCOR vs HRB
+147.7%
-159.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.5% | -8.1% | +10.6% | +5.5% |
| 30D | +37.9% | +15.0% | +22.9% | +31.5% |
| 3M | +32.0% | +10.2% | +21.7% | +26.8% |
| 6M | +54.7% | +44.2% | +10.5% | +35.0% |
| YTD | +6.6% | +21.0% | -14.4% | -2.8% |
| 1Y | -1.7% | +12.0% | -13.7% | -8.3% |
| 3Y | +49.0% | +24.9% | +24.0% | +30.3% |
| 5Y | -12.5% | +144.6% | -157.1% | -37.8% |
| All | -11.9% | +147.7% | -159.6% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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