-14.1%
PCOR vs THC
+360.4%
-374.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | +23.7% | +5.9% | +17.8% | +21.9% |
| 30D | +39.0% | +10.8% | +28.2% | +35.2% |
| 3M | +35.8% | +9.4% | +26.3% | +32.3% |
| 6M | +38.2% | +53.3% | -15.0% | +21.0% |
| YTD | +3.9% | +44.2% | -40.2% | -8.9% |
| 1Y | +5.7% | +37.3% | -31.6% | -6.3% |
| 3Y | +44.8% | +421.6% | -376.8% | -25.2% |
| 5Y | -19.8% | +279.8% | -299.6% | -56.5% |
| All | -14.1% | +360.4% | -374.5% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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