+196.4%
DOCN vs PCOR
+44.3%
+152.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | 0.0% | -15.9% | -15.9% |
| 7D | -29.3% | +23.7% | -53.0% | -35.6% |
| 30D | -46.0% | +39.0% | -85.0% | -53.2% |
| 3M | -43.2% | +35.8% | -78.9% | -51.1% |
| 6M | -53.7% | +38.2% | -92.0% | -60.9% |
| YTD | +46.9% | +3.9% | +43.0% | +42.2% |
| 1Y | +54.3% | +5.7% | +48.7% | +47.2% |
| All | +196.4% | +44.3% | +152.1% | +108.8% |
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