-13.1%
PCOR vs HUBB
+155.5%
-168.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.2% |
| 7D | +22.2% | +1.8% | +20.4% | +20.7% |
| 30D | +36.0% | -6.9% | +42.9% | +39.9% |
| 3M | +34.0% | -13.8% | +47.8% | +42.6% |
| 6M | +43.5% | -9.8% | +53.3% | +46.2% |
| YTD | +5.1% | +0.3% | +4.8% | -2.8% |
| 1Y | -3.9% | -3.3% | -0.6% | -9.1% |
| 3Y | +52.9% | +61.0% | -8.1% | -0.3% |
| 5Y | -18.7% | +128.5% | -147.2% | -61.6% |
| All | -13.1% | +155.5% | -168.6% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling