-35.0%
DOW vs PCOR
-7.6%
-27.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +5.2% | +3.0% | +2.2% | +4.7% |
| 30D | +13.2% | +38.7% | -25.5% | +6.4% |
| 3M | +10.1% | +24.9% | -14.8% | +5.2% |
| 6M | -13.1% | +68.8% | -81.8% | -22.1% |
| YTD | +46.1% | +6.7% | +39.4% | +41.8% |
| 1Y | +50.0% | +3.0% | +47.0% | +46.7% |
| 3Y | -20.2% | +48.6% | -68.9% | -27.5% |
| 5Y | -27.7% | -12.7% | -15.0% | -33.7% |
| All | -35.0% | -7.6% | -27.4% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling