-13.1%
PCOR vs USHY
+23.5%
-36.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +0.5% |
| 7D | +22.2% | +0.8% | +21.4% | +19.6% |
| 30D | +36.0% | +0.2% | +35.8% | +35.4% |
| 3M | +34.0% | -1.7% | +35.7% | +41.6% |
| 6M | +43.5% | -0.6% | +44.1% | +47.1% |
| YTD | +5.1% | +0.8% | +4.3% | +2.8% |
| 1Y | -3.9% | +2.1% | -6.0% | -9.9% |
| 3Y | +52.9% | +26.0% | +27.0% | -20.8% |
| 5Y | -18.7% | +19.2% | -37.9% | -34.8% |
| All | -13.1% | +23.5% | -36.6% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling