+1,054.4%
DELL vs PCOR
-30.9%
+1,085.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.7% |
| 7D | +14.9% | -9.0% | +23.8% | +17.8% |
| 30D | +13.3% | +4.2% | +9.1% | +11.6% |
| 3M | +24.4% | +14.4% | +10.0% | +18.3% |
| 6M | +258.0% | +0.2% | +257.8% | +250.5% |
| YTD | +320.2% | -20.3% | +340.4% | +337.0% |
| 1Y | +319.1% | -16.1% | +335.2% | +327.0% |
| 3Y | +706.5% | -14.7% | +721.2% | +706.6% |
| 5Y | +1,071.9% | -43.2% | +1,115.1% | +991.1% |
| All | +1,054.4% | -30.9% | +1,085.4% | +999.5% |
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