+65.5%
DOCN vs PCOR
-10.0%
+75.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | 0.0% | -15.9% | -15.9% |
| 7D | -29.3% | +23.7% | -53.0% | -39.9% |
| 30D | -46.0% | +39.0% | -85.0% | -57.5% |
| 3M | -43.2% | +35.8% | -78.9% | -55.9% |
| 6M | -53.7% | +38.2% | -92.0% | -66.0% |
| YTD | +46.9% | +3.9% | +43.0% | +26.2% |
| 1Y | +54.3% | +5.7% | +48.7% | +30.2% |
| 3Y | +185.5% | +44.8% | +140.8% | +73.3% |
| 5Y | -31.1% | -19.8% | -11.3% | -37.2% |
| All | +65.5% | -10.0% | +75.5% | +49.9% |
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 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