-14.6%
PCOR vs HUBB
+46.3%
-60.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | -9.0% | +0.5% | -9.5% | -9.1% |
| 30D | +4.2% | -10.0% | +14.2% | +8.4% |
| 3M | +14.4% | -4.8% | +19.2% | +14.6% |
| 6M | +0.2% | -5.6% | +5.7% | -1.1% |
| YTD | -20.3% | +4.7% | -24.9% | -27.0% |
| 1Y | -16.1% | +6.7% | -22.8% | -24.7% |
| All | -14.6% | +46.3% | -60.9% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling