+71.5%
DIA vs PCOR
-30.9%
+102.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | +3.8% | +14.4% | -10.7% | +1.4% |
| 6M | +10.3% | +0.2% | +10.1% | +9.1% |
| YTD | +12.1% | -20.3% | +32.3% | +14.4% |
| 1Y | +18.6% | -16.1% | +34.8% | +19.7% |
| 3Y | +60.6% | -14.7% | +75.3% | +58.1% |
| 5Y | +64.4% | -43.2% | +107.6% | +58.4% |
| All | +71.5% | -30.9% | +102.4% | +65.5% |
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