-34.1%
PCOR vs HRB
+138.4%
-172.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -2.9% |
| 7D | -9.0% | -5.7% | -3.3% | -7.1% |
| 30D | +4.2% | +7.9% | -3.7% | +0.8% |
| 3M | +14.4% | +32.1% | -17.7% | +2.9% |
| 6M | +0.2% | +62.2% | -62.1% | -16.4% |
| YTD | -20.3% | +16.4% | -36.7% | -26.2% |
| 1Y | -16.1% | -0.3% | -15.9% | -18.9% |
| 3Y | -14.7% | +36.0% | -50.7% | -27.7% |
| 5Y | -43.2% | +125.2% | -168.4% | -58.3% |
| All | -34.1% | +138.4% | -172.4% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling