+23.0%
DG vs PCOR
+44.3%
-21.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +6.1% | +23.7% | -17.6% | +3.7% |
| 30D | +11.9% | +39.0% | -27.0% | +8.3% |
| 3M | +9.3% | +35.8% | -26.5% | +5.8% |
| 6M | +19.1% | +38.2% | -19.1% | +14.3% |
| YTD | +5.9% | +3.9% | +2.0% | +2.3% |
| 1Y | +39.8% | +5.7% | +34.1% | +35.0% |
| All | +23.0% | +44.3% | -21.3% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling