-14.4%
PCOR vs HRB
+156.0%
-170.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.9% | +1.1% |
| 7D | +22.7% | +2.7% | +20.0% | +21.9% |
| 30D | +37.5% | +22.1% | +15.4% | +28.4% |
| 3M | +35.2% | +15.7% | +19.5% | +27.7% |
| 6M | +42.2% | +83.3% | -41.1% | +13.4% |
| YTD | +3.6% | +25.0% | -21.5% | -6.5% |
| 1Y | -4.8% | +6.9% | -11.7% | -10.0% |
| 3Y | +48.3% | +39.0% | +9.3% | +25.0% |
| 5Y | -20.1% | +146.4% | -166.5% | -43.3% |
| All | -14.4% | +156.0% | -170.4% | -39.8% |
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 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