-26.3%
DG vs PCOR
-9.2%
-17.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +5.2% | +20.7% | -15.5% | +3.4% |
| 30D | +7.9% | +35.7% | -27.7% | +5.1% |
| 3M | +12.7% | +31.1% | -18.3% | +9.9% |
| 6M | +22.4% | +43.1% | -20.7% | +18.1% |
| YTD | +5.4% | +4.8% | +0.6% | +3.2% |
| 1Y | +39.4% | -3.7% | +43.1% | +37.2% |
| 3Y | +24.1% | +46.5% | -22.4% | +17.0% |
| 5Y | -32.2% | -17.3% | -14.9% | -37.5% |
| All | -26.3% | -9.2% | -17.1% | -31.6% |
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