-32.3%
DG vs PCOR
-14.6%
-17.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.0% |
| 7D | +0.7% | +22.2% | -21.5% | -1.3% |
| 30D | +7.4% | +36.0% | -28.6% | +4.4% |
| 3M | +8.5% | +34.0% | -25.5% | +5.5% |
| 6M | +21.9% | +43.5% | -21.6% | +17.3% |
| YTD | +4.9% | +5.1% | -0.2% | +2.6% |
| 1Y | +40.4% | -3.9% | +44.3% | +38.0% |
| 3Y | +23.5% | +52.9% | -29.4% | +15.4% |
| 5Y | -32.3% | -18.7% | -13.6% | -40.3% |
| All | -32.3% | -14.6% | -17.7% | -40.3% |
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 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