-34.6%
DOCS vs PCOR
-21.5%
-13.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +19.7% | -13.3% | -3.9% |
| 7D | +1.2% | +21.8% | -20.6% | -9.4% |
| 30D | +21.3% | +39.5% | -18.2% | +1.2% |
| 3M | +58.4% | +35.2% | +23.1% | +34.5% |
| 6M | +39.3% | +21.7% | +17.6% | +22.2% |
| YTD | -21.7% | +3.9% | -25.6% | -26.3% |
| 1Y | -47.3% | +6.9% | -54.3% | -51.5% |
| 3Y | +58.2% | +44.8% | +13.4% | +12.5% |
| 5Y | -52.3% | -21.9% | -30.4% | -57.0% |
| All | -34.6% | -21.5% | -13.1% | -40.7% |
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