-28.9%
DG vs PCOR
-30.9%
+2.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.7% | +1.8% |
| 7D | +8.4% | -9.0% | +17.4% | +9.1% |
| 30D | +4.9% | +4.2% | +0.8% | +4.5% |
| 3M | +29.3% | +14.4% | +14.9% | +27.6% |
| 6M | -11.3% | +0.2% | -11.4% | -12.0% |
| YTD | +1.8% | -20.3% | +22.0% | +2.1% |
| 1Y | +25.3% | -16.1% | +41.5% | +25.3% |
| 3Y | +9.1% | -14.7% | +23.8% | +7.3% |
| 5Y | -34.9% | -43.2% | +8.3% | -38.6% |
| All | -28.9% | -30.9% | +2.0% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling