+108.9%
DE vs PCOR
-9.0%
+117.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.7% |
| 7D | +3.5% | +22.2% | -18.7% | +0.9% |
| 30D | +11.3% | +36.0% | -24.7% | +7.1% |
| 3M | +11.6% | +34.0% | -22.4% | +7.2% |
| 6M | +20.9% | +43.5% | -22.7% | +14.5% |
| YTD | +49.7% | +5.1% | +44.5% | +47.5% |
| 1Y | +49.5% | -3.9% | +53.4% | +49.4% |
| 3Y | +94.7% | +52.9% | +41.8% | +77.8% |
| 5Y | +107.4% | -18.7% | +126.0% | +95.4% |
| All | +108.9% | -9.0% | +117.8% | +96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling