+25.3%
DG vs PCOR
-14.7%
+40.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.7% | +2.1% |
| 7D | +8.4% | -9.0% | +17.4% | +9.8% |
| 30D | +4.9% | +4.2% | +0.8% | +4.1% |
| 3M | +29.3% | +14.4% | +14.9% | +25.1% |
| 6M | -11.3% | +0.2% | -11.4% | -13.9% |
| YTD | +1.8% | -20.3% | +22.0% | +1.6% |
| 1Y | +25.3% | -16.1% | +41.5% | +22.3% |
| All | +25.3% | -14.7% | +40.0% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling