+253.6%
PH vs PCOR
-43.0%
+296.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.7% |
| 7D | -3.1% | -9.0% | +5.9% | -1.1% |
| 30D | -3.2% | +4.2% | -7.4% | -4.4% |
| 3M | +10.6% | +14.4% | -3.8% | +6.5% |
| 6M | -2.1% | +0.2% | -2.3% | -4.2% |
| YTD | +10.2% | -20.3% | +30.4% | +13.7% |
| 1Y | +28.2% | -16.1% | +44.4% | +30.0% |
| 3Y | +134.9% | -14.7% | +149.6% | +131.2% |
| All | +253.6% | -43.0% | +296.7% | +250.1% |
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