+196.7%
PH vs PCOR
-19.6%
+216.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +2.9% |
| 7D | +2.0% | +22.7% | -20.7% | -2.5% |
| 30D | -3.7% | +37.5% | -41.1% | -10.2% |
| 3M | -14.0% | +35.2% | -49.2% | -20.1% |
| 6M | +2.1% | +42.2% | -40.1% | -7.0% |
| YTD | +5.1% | +3.6% | +1.5% | +2.1% |
| 1Y | +10.9% | -4.8% | +15.7% | +10.3% |
| 3Y | +132.9% | +48.3% | +84.6% | +103.4% |
| All | +196.7% | -19.6% | +216.3% | +176.3% |
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