-16.1%
PCOR vs USHY
+4.6%
-20.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.2% | -4.2% |
| 7D | -9.0% | -0.1% | -8.8% | -8.6% |
| 30D | +4.2% | +0.1% | +4.1% | +4.0% |
| 3M | +14.4% | +0.8% | +13.6% | +12.2% |
| 6M | +0.2% | +1.7% | -1.6% | -2.9% |
| YTD | -20.3% | +2.5% | -22.7% | -25.2% |
| 1Y | -16.1% | +4.4% | -20.5% | -28.2% |
| All | -16.1% | +4.6% | -20.7% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling