+41.0%
DLR vs PCOR
-22.6%
+63.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +19.7% | -17.1% | -0.9% |
| 7D | +2.8% | +21.8% | -19.0% | -1.0% |
| 30D | +2.8% | +39.5% | -36.7% | -3.5% |
| 3M | -4.0% | +35.2% | -39.2% | -9.8% |
| 6M | -5.6% | +21.7% | -27.3% | -10.2% |
| YTD | +21.9% | +3.9% | +18.0% | +18.9% |
| 1Y | +13.0% | +6.9% | +6.1% | +9.3% |
| 3Y | +52.2% | +44.8% | +7.5% | +31.9% |
| All | +41.0% | -22.6% | +63.5% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling