+29.2%
DOW vs PCOR
-14.7%
+43.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.2% | -2.7% |
| 7D | -2.4% | -9.0% | +6.6% | -1.6% |
| 30D | +0.4% | +4.2% | -3.8% | 0.0% |
| 3M | -14.4% | +14.4% | -28.8% | -15.0% |
| 6M | -7.0% | +0.2% | -7.1% | -6.6% |
| YTD | +30.2% | -20.3% | +50.5% | +39.5% |
| 1Y | +29.2% | -16.1% | +45.3% | +36.2% |
| All | +29.2% | -14.7% | +43.9% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling