-26.7%
DT vs PCOR
-43.0%
+16.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.6% | +0.5% |
| 7D | -3.3% | -9.0% | +5.7% | +1.3% |
| 30D | +2.0% | +4.2% | -2.1% | -0.2% |
| 3M | +20.0% | +14.4% | +5.6% | +11.1% |
| 6M | +39.3% | +0.2% | +39.1% | +36.7% |
| YTD | +19.8% | -20.3% | +40.0% | +30.5% |
| 1Y | +4.3% | -16.1% | +20.4% | +9.5% |
| 3Y | +7.7% | -14.7% | +22.4% | +2.9% |
| All | -26.7% | -43.0% | +16.4% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling