+209.7%
PH vs PCOR
-11.9%
+221.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +4.3% | +3.0% | +1.3% | +3.8% |
| 30D | +0.1% | +38.7% | -38.5% | -6.7% |
| 3M | -9.4% | +24.9% | -34.2% | -14.1% |
| 6M | +8.8% | +68.8% | -60.0% | -4.7% |
| YTD | +9.6% | +6.7% | +2.9% | +5.9% |
| 1Y | +14.4% | +3.0% | +11.4% | +11.6% |
| 3Y | +134.5% | +48.6% | +85.9% | +105.1% |
| All | +209.7% | -11.9% | +221.6% | +181.1% |
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