+163.3%
DOCN vs PCOR
-30.9%
+194.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.1% | +5.6% |
| 7D | +1.1% | -9.0% | +10.1% | +7.5% |
| 30D | -9.6% | +4.2% | -13.8% | -13.3% |
| 3M | -37.7% | +14.4% | -52.1% | -45.8% |
| 6M | +115.2% | +0.2% | +115.0% | +95.6% |
| YTD | +133.7% | -20.3% | +154.0% | +148.3% |
| 1Y | +250.2% | -16.1% | +266.3% | +253.3% |
| 3Y | +320.3% | -14.7% | +335.0% | +285.2% |
| 5Y | +53.1% | -43.2% | +96.3% | +77.0% |
| All | +163.3% | -30.9% | +194.2% | +195.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling