+56.3%
DLR vs PCOR
+44.3%
+12.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +19.7% | -17.1% | +0.5% |
| 7D | +2.8% | +21.8% | -19.0% | +0.5% |
| 30D | +2.8% | +39.5% | -36.7% | -1.0% |
| 3M | -4.0% | +35.2% | -39.2% | -7.5% |
| 6M | -5.6% | +21.7% | -27.3% | -8.1% |
| YTD | +21.9% | +3.9% | +18.0% | +21.7% |
| 1Y | +13.0% | +6.9% | +6.1% | +12.1% |
| All | +56.3% | +44.3% | +12.0% | +42.8% |
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 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