-65.0%
DOCU vs PCOR
-30.9%
-34.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.3% | +8.0% | +6.5% |
| 7D | +6.9% | -9.0% | +15.9% | +13.3% |
| 30D | +19.0% | +4.2% | +14.8% | +15.9% |
| 3M | +34.3% | +14.4% | +19.9% | +22.1% |
| 6M | +48.0% | +0.2% | +47.8% | +44.3% |
| YTD | 0.0% | -20.3% | +20.3% | +12.6% |
| 1Y | -10.3% | -16.1% | +5.9% | -3.1% |
| 3Y | +32.4% | -14.7% | +47.1% | +25.8% |
| 5Y | -77.9% | -43.2% | -34.8% | -76.9% |
| All | -65.0% | -30.9% | -34.1% | -65.0% |
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