-58.8%
DOCU vs PCOR
-10.0%
-48.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +19.7% | -19.5% | -12.1% |
| 7D | -3.7% | +21.8% | -25.5% | -16.5% |
| 30D | +15.0% | +39.5% | -24.6% | -8.6% |
| 3M | +39.9% | +35.2% | +4.7% | +12.7% |
| 6M | +66.2% | +21.7% | +44.4% | +40.8% |
| YTD | +17.7% | +3.9% | +13.8% | +9.3% |
| 1Y | +13.7% | +6.9% | +6.7% | +2.8% |
| 3Y | +95.9% | +44.8% | +51.1% | +29.3% |
| 5Y | -71.7% | -21.9% | -49.7% | -75.7% |
| All | -58.8% | -10.0% | -48.8% | -66.0% |
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