-5.9%
DT vs PCOR
-4.3%
-1.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.6% |
| 7D | -20.2% | +22.2% | -42.4% | -27.5% |
| 30D | -30.8% | +36.0% | -66.8% | -40.4% |
| 3M | -10.2% | +34.0% | -44.2% | -22.7% |
| 6M | +8.0% | +43.5% | -35.5% | -11.6% |
| YTD | +1.5% | +5.1% | -3.7% | -3.7% |
| All | -5.9% | -4.3% | -1.6% | -6.6% |
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 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