+43.1%
DLR vs PCOR
-7.6%
+50.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +3.3% | +3.0% | +0.3% | +2.8% |
| 30D | +4.6% | +38.7% | -34.1% | -1.3% |
| 3M | -8.3% | +24.9% | -33.1% | -12.2% |
| 6M | -5.6% | +68.8% | -74.4% | -15.1% |
| YTD | +18.7% | +6.7% | +12.0% | +15.3% |
| 1Y | +17.1% | +3.0% | +14.1% | +14.6% |
| 3Y | +54.4% | +48.6% | +5.7% | +35.1% |
| 5Y | +36.5% | -12.7% | +49.2% | +20.6% |
| All | +43.1% | -7.6% | +50.7% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling