+65.6%
DIA vs PCOR
-10.0%
+75.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -1.6% | +23.7% | -25.3% | -4.6% |
| 30D | 0.0% | +39.0% | -39.0% | -4.7% |
| 3M | -4.9% | +35.8% | -40.7% | -9.3% |
| 6M | +5.0% | +38.2% | -33.2% | -0.5% |
| YTD | +8.2% | +3.9% | +4.3% | +6.1% |
| 1Y | +10.3% | +5.7% | +4.6% | +7.7% |
| 3Y | +58.4% | +44.8% | +13.6% | +44.9% |
| 5Y | +54.3% | -19.8% | +74.1% | +43.0% |
| All | +65.6% | -10.0% | +75.6% | +53.5% |
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 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