-14.1%
PCOR vs HRB
+167.3%
-181.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +23.7% | +10.7% | +13.0% | +19.7% |
| 30D | +39.0% | +29.0% | +10.0% | +27.4% |
| 3M | +35.8% | +21.0% | +14.8% | +26.3% |
| 6M | +38.2% | +86.9% | -48.7% | +9.6% |
| YTD | +3.9% | +30.5% | -26.6% | -7.6% |
| 1Y | +5.7% | +13.6% | -7.9% | -2.1% |
| 3Y | +44.8% | +42.0% | +2.7% | +21.1% |
| 5Y | -19.8% | +157.2% | -177.0% | -43.9% |
| All | -14.1% | +167.3% | -181.4% | -40.5% |
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