+58.2%
DLR vs PCOR
-14.4%
+72.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.8% |
| 7D | +1.6% | -9.0% | +10.5% | +2.6% |
| 30D | -3.4% | +4.2% | -7.5% | -4.0% |
| 3M | +0.5% | +14.4% | -13.9% | -1.5% |
| 6M | +4.6% | +0.2% | +4.4% | +3.7% |
| YTD | +23.4% | -20.3% | +43.7% | +26.7% |
| 1Y | +19.0% | -16.1% | +35.2% | +20.9% |
| All | +58.2% | -14.4% | +72.6% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling