+218.8%
PH vs PCOR
-10.0%
+228.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +19.7% | -23.4% | -7.3% |
| 7D | -0.2% | +21.8% | -22.0% | -4.3% |
| 30D | -6.7% | +39.5% | -46.2% | -13.0% |
| 3M | -8.1% | +35.2% | -43.4% | -14.3% |
| 6M | +5.3% | +21.7% | -16.4% | -0.4% |
| YTD | +4.2% | +3.9% | +0.3% | +1.2% |
| 1Y | +19.3% | +6.9% | +12.4% | +15.0% |
| 3Y | +133.9% | +44.8% | +89.1% | +107.0% |
| 5Y | +197.7% | -21.9% | +219.6% | +172.1% |
| All | +218.8% | -10.0% | +228.8% | +190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling