-31.9%
DG vs PCOR
-19.4%
-12.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +6.1% | +23.7% | -17.6% | +4.0% |
| 30D | +11.9% | +39.0% | -27.0% | +8.6% |
| 3M | +9.3% | +35.8% | -26.5% | +6.1% |
| 6M | +19.1% | +38.2% | -19.1% | +15.0% |
| YTD | +5.9% | +3.9% | +2.0% | +3.7% |
| 1Y | +39.8% | +5.7% | +34.1% | +36.6% |
| 3Y | +23.4% | +44.8% | -21.4% | +15.9% |
| All | -31.9% | -19.4% | -12.5% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling