-20.1%
PCOR vs USHY
+18.6%
-38.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +22.7% | -0.3% | +23.0% | +24.0% |
| 30D | +37.5% | 0.0% | +37.4% | +37.7% |
| 3M | +35.2% | -1.8% | +37.0% | +43.5% |
| 6M | +42.2% | -1.0% | +43.3% | +47.5% |
| YTD | +3.6% | +0.5% | +3.1% | +2.3% |
| 1Y | -4.8% | +1.9% | -6.6% | -10.0% |
| 3Y | +48.3% | +24.9% | +23.5% | -20.9% |
| All | -20.1% | +18.6% | -38.8% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling