+5.8%
DT vs PCOR
-30.9%
+36.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.6% | +0.4% |
| 7D | -3.3% | -9.0% | +5.7% | +1.2% |
| 30D | +2.0% | +4.2% | -2.1% | -0.2% |
| 3M | +20.0% | +14.4% | +5.6% | +11.4% |
| 6M | +39.3% | +0.2% | +39.1% | +36.8% |
| YTD | +19.8% | -20.3% | +40.0% | +30.2% |
| 1Y | +4.3% | -16.1% | +20.4% | +9.4% |
| 3Y | +7.7% | -14.7% | +22.4% | +3.5% |
| 5Y | -26.8% | -43.2% | +16.3% | -26.0% |
| All | +5.8% | -30.9% | +36.7% | +3.6% |
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 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