+724.2%
DELL vs PCOR
-7.7%
+731.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.7% | +10.1% | +11.4% |
| 7D | +0.4% | +2.5% | -2.2% | -0.2% |
| 30D | -35.1% | +37.9% | -73.0% | -40.8% |
| 3M | -15.1% | +32.0% | -47.1% | -22.3% |
| 6M | +51.7% | +54.7% | -3.0% | +32.1% |
| YTD | +200.0% | +6.6% | +193.4% | +185.7% |
| 1Y | +172.1% | -1.7% | +173.8% | +165.7% |
| 3Y | +431.2% | +49.0% | +382.2% | +364.0% |
| 5Y | +633.1% | -12.5% | +645.6% | +530.1% |
| All | +724.2% | -7.7% | +731.9% | +618.8% |
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