-73.2%
DOCS vs PCOR
-43.0%
-30.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -0.5% |
| 7D | -1.4% | -9.0% | +7.5% | +3.5% |
| 30D | +21.8% | +4.2% | +17.7% | +19.5% |
| 3M | +27.3% | +14.4% | +12.9% | +17.8% |
| 6M | -0.3% | +0.2% | -0.5% | -3.0% |
| YTD | -40.5% | -20.3% | -20.2% | -35.0% |
| 1Y | -61.5% | -16.1% | -45.4% | -59.5% |
| 3Y | +8.2% | -14.7% | +22.9% | +2.6% |
| All | -73.2% | -43.0% | -30.2% | -71.7% |
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 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