-4.2%
DT vs PCOR
+1.3%
-5.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +3.1% | +3.0% | +0.1% | +1.9% |
| 30D | -29.5% | +38.7% | -68.2% | -39.9% |
| 3M | -11.7% | +24.9% | -36.6% | -20.9% |
| 6M | +29.0% | +68.8% | -39.8% | -3.3% |
| YTD | +3.4% | +6.7% | -3.3% | -1.4% |
| 1Y | -4.2% | +3.0% | -7.2% | -6.6% |
| All | -4.2% | +1.3% | -5.5% | -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