+14.1%
PH vs PCOR
-1.9%
+16.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +1.0% |
| 7D | +6.9% | +2.5% | +4.4% | +7.2% |
| 30D | +1.7% | +37.9% | -36.2% | +5.5% |
| 3M | -8.1% | +32.0% | -40.1% | -4.9% |
| 6M | +11.5% | +54.7% | -43.2% | +18.0% |
| YTD | +11.4% | +6.6% | +4.8% | +20.3% |
| 1Y | +14.1% | -1.7% | +15.8% | +26.4% |
| All | +14.1% | -1.9% | +16.0% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling