+68.2%
DIA vs PCOR
-8.1%
+76.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.6% | +2.2% | -0.6% | +1.3% |
| 30D | +1.2% | +37.4% | -36.2% | -3.3% |
| 3M | -2.4% | +33.2% | -35.6% | -6.6% |
| 6M | +5.7% | +60.6% | -54.9% | -2.0% |
| YTD | +9.9% | +6.2% | +3.8% | +7.5% |
| 1Y | +9.8% | -1.1% | +10.9% | +8.5% |
| 3Y | +59.8% | +48.4% | +11.4% | +45.8% |
| 5Y | +57.7% | -13.1% | +70.8% | +45.1% |
| All | +68.2% | -8.1% | +76.3% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling