-36.2%
PCOR vs USHY
+25.6%
-61.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.1% |
| 7D | -6.9% | 0.0% | -7.0% | -7.0% |
| 30D | -1.5% | 0.0% | -1.5% | -1.4% |
| 3M | +18.5% | +1.2% | +17.3% | +14.4% |
| 6M | -4.7% | +2.6% | -7.3% | -12.2% |
| YTD | -22.8% | +2.4% | -25.2% | -28.4% |
| 1Y | -20.7% | +4.2% | -25.0% | -30.3% |
| 3Y | -14.6% | +28.0% | -42.6% | -58.2% |
| 5Y | -40.7% | +21.8% | -62.5% | -55.8% |
| All | -36.2% | +25.6% | -61.7% | -48.9% |
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