-5.7%
DT vs PCOR
+4.0%
-9.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +19.7% | -20.2% | -8.1% |
| 7D | -25.5% | +21.8% | -47.4% | -31.9% |
| 30D | -22.3% | +39.5% | -61.8% | -33.2% |
| 3M | +2.3% | +35.2% | -32.9% | -11.5% |
| 6M | +20.7% | +21.7% | -1.0% | +7.3% |
| YTD | +7.9% | +3.9% | +4.0% | -4.1% |
| 1Y | -5.7% | +6.9% | -12.7% | -16.5% |
| All | -5.7% | +4.0% | -9.8% | -16.5% |
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