-11.5%
DT vs PCOR
-10.3%
-1.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -24.7% | +22.7% | -47.4% | -32.4% |
| 30D | -27.4% | +37.5% | -64.8% | -38.3% |
| 3M | -11.1% | +35.2% | -46.3% | -24.5% |
| 6M | +13.7% | +42.2% | -28.6% | -6.6% |
| YTD | +0.2% | +3.6% | -3.3% | -5.5% |
| 1Y | -5.7% | -4.8% | -0.9% | -7.5% |
| 3Y | -8.1% | +48.3% | -56.5% | -33.8% |
| 5Y | -43.1% | -20.1% | -23.0% | -50.5% |
| All | -11.5% | -10.3% | -1.2% | -24.8% |
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