+48.6%
PCOR vs USHY
+25.4%
+23.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +1.0% |
| 7D | +3.0% | -0.4% | +3.5% | +4.8% |
| 30D | +38.7% | +0.6% | +38.1% | +35.9% |
| 3M | +24.9% | -2.0% | +26.9% | +36.1% |
| 6M | +68.8% | -0.5% | +69.3% | +73.3% |
| YTD | +6.7% | +0.6% | +6.1% | +4.1% |
| 1Y | +3.0% | +2.1% | +0.9% | -6.0% |
| 3Y | +48.6% | +25.3% | +23.3% | -35.7% |
| All | +48.6% | +25.4% | +23.2% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling