+252.3%
DOCN vs PCOR
+44.3%
+208.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +19.7% | -26.8% | -14.3% |
| 7D | -20.0% | +21.8% | -41.9% | -26.7% |
| 30D | -38.8% | +39.5% | -78.3% | -47.0% |
| 3M | -34.8% | +35.2% | -70.1% | -43.8% |
| 6M | -22.8% | +21.7% | -44.5% | -31.8% |
| YTD | +74.6% | +3.9% | +70.7% | +69.0% |
| 1Y | +116.4% | +6.9% | +109.5% | +104.9% |
| All | +252.3% | +44.3% | +208.0% | +148.1% |
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