+65.7%
DIA vs PCOR
-43.0%
+108.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.7% | +0.1% |
| 7D | -0.2% | -9.0% | +8.8% | +1.1% |
| 30D | -1.5% | +4.2% | -5.7% | -2.3% |
| 3M | +3.8% | +14.4% | -10.7% | +1.3% |
| 6M | +10.3% | +0.2% | +10.1% | +9.0% |
| YTD | +12.1% | -20.3% | +32.3% | +14.5% |
| 1Y | +18.6% | -16.1% | +34.8% | +19.8% |
| 3Y | +60.6% | -14.7% | +75.3% | +57.9% |
| All | +65.7% | -43.0% | +108.7% | +62.0% |
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