+59.7%
DIA vs PCOR
+50.0%
+9.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +2.1% | +3.0% | -0.9% | +1.7% |
| 30D | +1.5% | +38.7% | -37.2% | -3.3% |
| 3M | -2.4% | +24.9% | -27.3% | -5.8% |
| 6M | +6.0% | +68.8% | -62.8% | -2.6% |
| YTD | +10.1% | +6.7% | +3.4% | +8.7% |
| 1Y | +11.8% | +3.0% | +8.8% | +11.1% |
| 3Y | +59.7% | +48.6% | +11.1% | +46.7% |
| All | +59.7% | +50.0% | +9.7% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling