-42.1%
DOW vs PCOR
-30.9%
-11.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.2% | -2.3% |
| 7D | -2.4% | -9.0% | +6.6% | -0.7% |
| 30D | +0.4% | +4.2% | -3.8% | -0.6% |
| 3M | -14.4% | +14.4% | -28.8% | -17.0% |
| 6M | -7.0% | +0.2% | -7.1% | -8.3% |
| YTD | +30.2% | -20.3% | +50.5% | +33.8% |
| 1Y | +29.2% | -16.1% | +45.3% | +31.1% |
| 3Y | -36.7% | -14.7% | -22.0% | -37.1% |
| 5Y | -37.7% | -43.2% | +5.5% | -39.3% |
| All | -42.1% | -30.9% | -11.2% | -42.6% |
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