+221.5%
PH vs PCOR
-10.3%
+231.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +2.9% |
| 7D | +2.0% | +22.7% | -20.7% | -2.3% |
| 30D | -3.7% | +37.5% | -41.1% | -9.9% |
| 3M | -14.0% | +35.2% | -49.2% | -19.8% |
| 6M | +2.1% | +42.2% | -40.1% | -6.6% |
| YTD | +5.1% | +3.6% | +1.5% | +2.1% |
| 1Y | +10.9% | -4.8% | +15.7% | +10.1% |
| 3Y | +132.9% | +48.3% | +84.6% | +105.3% |
| 5Y | +200.1% | -20.1% | +220.1% | +173.8% |
| All | +221.5% | -10.3% | +231.8% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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