-8.1%
DT vs PCOR
+43.8%
-51.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -24.7% | +22.7% | -47.4% | -30.8% |
| 30D | -27.4% | +37.5% | -64.8% | -36.2% |
| 3M | -11.1% | +35.2% | -46.3% | -21.9% |
| 6M | +13.7% | +42.2% | -28.6% | -3.0% |
| YTD | +0.2% | +3.6% | -3.3% | -5.5% |
| 1Y | -5.7% | -4.8% | -0.9% | -8.7% |
| 3Y | -8.1% | +48.3% | -56.5% | -22.0% |
| All | -8.1% | +43.8% | -51.9% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling