+191.7%
PH vs PCOR
-22.6%
+214.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.9% | +23.7% | -27.6% | -8.3% |
| 30D | -9.4% | +39.0% | -48.4% | -15.7% |
| 3M | -10.3% | +35.8% | -46.1% | -16.7% |
| 6M | +2.7% | +38.2% | -35.6% | -5.8% |
| YTD | +2.1% | +3.9% | -1.8% | -0.8% |
| 1Y | +16.2% | +5.7% | +10.5% | +12.2% |
| 3Y | +129.3% | +44.8% | +84.5% | +101.2% |
| 5Y | +191.7% | -19.8% | +211.5% | +172.0% |
| All | +191.7% | -22.6% | +214.3% | +172.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling