+624.6%
DELL vs PCOR
-10.3%
+634.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.8% |
| 7D | -22.6% | +22.7% | -45.3% | -27.1% |
| 30D | -43.2% | +37.5% | -80.6% | -48.2% |
| 3M | -24.8% | +35.2% | -60.0% | -31.8% |
| 6M | +38.0% | +42.2% | -4.2% | +22.8% |
| YTD | +163.7% | +3.6% | +160.2% | +152.8% |
| 1Y | +122.5% | -4.8% | +127.3% | +118.9% |
| 3Y | +377.0% | +48.3% | +328.6% | +317.0% |
| 5Y | +542.6% | -20.1% | +562.6% | +455.6% |
| All | +624.6% | -10.3% | +634.9% | +536.0% |
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 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