-10.9%
DT vs PCOR
+43.2%
-54.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | -20.2% | +22.2% | -42.4% | -26.6% |
| 30D | -30.8% | +36.0% | -66.8% | -38.9% |
| 3M | -10.2% | +34.0% | -44.2% | -20.8% |
| 6M | +8.0% | +43.5% | -35.5% | -8.2% |
| YTD | +1.5% | +5.1% | -3.7% | -4.9% |
| 1Y | -6.9% | -3.9% | -2.9% | -10.2% |
| 3Y | -10.9% | +52.9% | -63.8% | -25.4% |
| All | -10.9% | +43.2% | -54.1% | -25.4% |
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