-71.7%
DOCU vs PCOR
-21.0%
-50.7%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +19.7% | -19.5% | -12.7% |
| 7D | -3.7% | +21.8% | -25.5% | -17.1% |
| 30D | +15.0% | +39.5% | -24.6% | -9.6% |
| 3M | +39.9% | +35.2% | +4.7% | +11.5% |
| 6M | +66.2% | +21.7% | +44.4% | +39.5% |
| YTD | +17.7% | +3.9% | +13.8% | +8.9% |
| 1Y | +13.7% | +6.9% | +6.7% | +2.2% |
| 3Y | +95.9% | +44.8% | +51.1% | +23.9% |
| 5Y | -71.7% | -21.9% | -49.7% | -71.2% |
| All | -71.7% | -21.0% | -50.7% | -71.2% |
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