-13.1%
PCOR vs HRB
+143.9%
-157.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +2.2% | -7.8% | +9.9% | +5.0% |
| 30D | +37.4% | +15.7% | +21.7% | +30.8% |
| 3M | +33.2% | -5.5% | +38.7% | +35.6% |
| 6M | +60.6% | +41.1% | +19.5% | +41.1% |
| YTD | +6.2% | +20.4% | -14.2% | -3.1% |
| 1Y | -1.1% | +15.2% | -16.3% | -8.6% |
| 3Y | +48.4% | +24.3% | +24.1% | +29.7% |
| 5Y | -13.1% | +144.7% | -157.8% | -38.0% |
| All | -13.1% | +143.9% | -157.0% | -38.0% |
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