-14.6%
PCOR vs DAR
+6.3%
-20.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.1% |
| 7D | -9.0% | +1.4% | -10.3% | -9.3% |
| 30D | +4.2% | +12.8% | -8.6% | +1.0% |
| 3M | +14.4% | +7.4% | +7.1% | +11.9% |
| 6M | +0.2% | +22.3% | -22.1% | -5.2% |
| YTD | -20.3% | +81.1% | -101.3% | -32.1% |
| 1Y | -16.1% | +106.5% | -122.6% | -31.7% |
| All | -14.6% | +6.3% | -20.9% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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