-35.5%
DG vs PCOR
-11.9%
-23.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | +0.3% | +3.0% | -2.7% | 0.0% |
| 30D | +3.2% | +38.7% | -35.4% | +0.1% |
| 3M | +10.4% | +24.9% | -14.4% | +7.9% |
| 6M | +33.2% | +68.8% | -35.6% | +26.7% |
| YTD | +3.0% | +6.7% | -3.7% | +0.5% |
| 1Y | +31.2% | +3.0% | +28.2% | +28.4% |
| 3Y | +21.8% | +48.6% | -26.8% | +14.1% |
| All | -35.5% | -11.9% | -23.7% | -42.7% |
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