-52.3%
DOCS vs PCOR
-21.0%
-31.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +19.7% | -13.3% | -4.0% |
| 7D | +1.2% | +21.8% | -20.6% | -9.6% |
| 30D | +21.3% | +39.5% | -18.2% | +0.9% |
| 3M | +58.4% | +35.2% | +23.1% | +34.0% |
| 6M | +39.3% | +21.7% | +17.6% | +21.9% |
| YTD | -21.7% | +3.9% | -25.6% | -26.3% |
| 1Y | -47.3% | +6.9% | -54.3% | -51.6% |
| 3Y | +58.2% | +44.8% | +13.4% | +10.8% |
| 5Y | -52.3% | -21.9% | -30.4% | -52.6% |
| All | -52.3% | -21.0% | -31.3% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling