+15.5%
PH vs PCOR
-4.6%
+20.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +2.1% | +20.7% | -18.6% | +4.5% |
| 30D | +0.3% | +35.7% | -35.4% | +3.8% |
| 3M | -8.8% | +31.1% | -39.9% | -5.6% |
| 6M | +10.0% | +43.1% | -33.1% | +15.9% |
| YTD | +10.5% | +4.8% | +5.6% | +19.2% |
| 1Y | +15.5% | -3.7% | +19.2% | +28.0% |
| All | +15.5% | -4.6% | +20.1% | +28.0% |
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