-9.3%
PCOR vs HRB
+140.6%
-149.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | +3.0% | -5.1% | +8.1% | +4.9% |
| 30D | +38.7% | +8.7% | +30.0% | +34.9% |
| 3M | +24.9% | -5.4% | +30.2% | +27.1% |
| 6M | +68.8% | +41.6% | +27.2% | +48.2% |
| YTD | +6.7% | +18.7% | -11.9% | -2.1% |
| 1Y | +3.0% | +16.4% | -13.4% | -5.1% |
| 3Y | +48.6% | +22.0% | +26.6% | +30.8% |
| All | -9.3% | +140.6% | -149.9% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling