+324.3%
DOCN vs PCOR
-14.4%
+338.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.1% | +4.6% |
| 7D | +1.1% | -9.0% | +10.1% | +5.1% |
| 30D | -9.6% | +4.2% | -13.8% | -11.9% |
| 3M | -37.7% | +14.4% | -52.1% | -42.4% |
| 6M | +115.2% | +0.2% | +115.0% | +104.6% |
| YTD | +133.7% | -20.3% | +154.0% | +153.6% |
| 1Y | +250.2% | -16.1% | +266.3% | +265.4% |
| All | +324.3% | -14.4% | +338.7% | +319.0% |
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