-14.4%
PCOR vs HUBB
+148.5%
-162.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.6% |
| 7D | +22.7% | +1.7% | +21.1% | +21.3% |
| 30D | +37.5% | -9.7% | +47.1% | +43.5% |
| 3M | +35.2% | -15.2% | +50.3% | +44.8% |
| 6M | +42.2% | -14.0% | +56.2% | +48.5% |
| YTD | +3.6% | -2.4% | +6.0% | -2.9% |
| 1Y | -4.8% | -5.8% | +1.0% | -8.8% |
| 3Y | +48.3% | +60.4% | -12.1% | -3.6% |
| 5Y | -20.1% | +125.4% | -145.5% | -62.0% |
| All | -14.4% | +148.5% | -162.8% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling