-10.9%
DT vs PCOR
-10.0%
-0.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -28.3% | +23.7% | -52.0% | -36.0% |
| 30D | -28.4% | +39.0% | -67.4% | -39.5% |
| 3M | -14.1% | +35.8% | -49.8% | -27.2% |
| 6M | +13.2% | +38.2% | -25.1% | -5.8% |
| YTD | +0.8% | +3.9% | -3.1% | -5.1% |
| 1Y | -7.8% | +5.7% | -13.5% | -14.4% |
| 3Y | -8.3% | +44.8% | -53.1% | -33.1% |
| 5Y | -42.7% | -19.8% | -22.9% | -50.3% |
| All | -10.9% | -10.0% | -0.9% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling