-13.3%
PCOR vs HRB
+147.7%
-161.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +20.7% | -4.0% | +24.8% | +22.6% |
| 30D | +35.7% | +15.8% | +19.9% | +29.1% |
| 3M | +31.1% | +12.0% | +19.0% | +25.2% |
| 6M | +43.1% | +40.7% | +2.4% | +26.0% |
| YTD | +4.8% | +21.0% | -16.1% | -4.3% |
| 1Y | -3.7% | +11.7% | -15.3% | -10.0% |
| 3Y | +46.5% | +25.0% | +21.6% | +28.2% |
| 5Y | -17.3% | +141.0% | -158.3% | -40.8% |
| All | -13.3% | +147.7% | -161.1% | -38.4% |
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