-38.2%
DOW vs PCOR
-10.3%
-27.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.8% |
| 7D | -9.5% | +22.7% | -32.2% | -13.0% |
| 30D | +13.1% | +37.5% | -24.4% | +6.5% |
| 3M | +4.8% | +35.2% | -30.4% | -1.4% |
| 6M | -16.7% | +42.2% | -58.9% | -22.9% |
| YTD | +38.9% | +3.6% | +35.3% | +35.4% |
| 1Y | +48.3% | -4.8% | +53.0% | +47.2% |
| 3Y | -24.4% | +48.3% | -72.7% | -31.2% |
| 5Y | -29.2% | -20.1% | -9.1% | -34.5% |
| All | -38.2% | -10.3% | -27.9% | -41.9% |
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