+43.2%
DLR vs PCOR
-9.0%
+52.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.1% |
| 7D | +2.4% | +22.2% | -19.8% | -1.2% |
| 30D | +0.7% | +36.0% | -35.3% | -4.6% |
| 3M | -6.4% | +34.0% | -40.4% | -11.6% |
| 6M | -6.5% | +43.5% | -50.0% | -13.4% |
| YTD | +18.8% | +5.1% | +13.7% | +15.7% |
| 1Y | +9.0% | -3.9% | +13.0% | +8.2% |
| 3Y | +54.5% | +52.9% | +1.6% | +34.3% |
| 5Y | +35.8% | -18.7% | +54.5% | +20.7% |
| All | +43.2% | -9.0% | +52.2% | +26.8% |
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