+45.0%
DASH vs PCOR
-10.0%
+55.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +19.7% | -11.3% | -1.8% |
| 7D | +17.2% | +21.8% | -4.7% | +5.3% |
| 30D | +3.6% | +39.5% | -36.0% | -13.4% |
| 3M | -1.9% | +35.2% | -37.1% | -17.5% |
| 6M | +15.1% | +21.7% | -6.7% | +0.7% |
| YTD | -12.3% | +3.9% | -16.2% | -17.9% |
| 1Y | -17.2% | +6.9% | -24.2% | -25.1% |
| 3Y | +114.7% | +44.8% | +69.9% | +44.4% |
| 5Y | -4.3% | -21.9% | +17.7% | -25.4% |
| All | +45.0% | -10.0% | +55.0% | +11.0% |
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 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