+57.1%
DIA vs PCOR
-14.6%
+71.6%
-20.8%
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 | +0.8% | +22.2% | -21.4% | -2.3% |
| 30D | +1.4% | +36.0% | -34.6% | -3.2% |
| 3M | -2.7% | +34.0% | -36.7% | -7.2% |
| 6M | +6.2% | +43.5% | -37.3% | -0.2% |
| YTD | +10.1% | +5.1% | +5.0% | +7.8% |
| 1Y | +13.0% | -3.9% | +17.0% | +12.2% |
| 3Y | +61.9% | +52.9% | +8.9% | +46.1% |
| 5Y | +57.1% | -18.7% | +75.7% | +46.7% |
| All | +57.1% | -14.6% | +71.6% | +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 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