-9.3%
PCOR vs DAR
-27.0%
+17.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +3.0% | +11.6% | -8.5% | -0.4% |
| 30D | +38.7% | -10.2% | +48.9% | +42.8% |
| 3M | +24.9% | -14.8% | +39.7% | +29.9% |
| 6M | +68.8% | -10.1% | +78.8% | +71.7% |
| YTD | +6.7% | +55.5% | -48.8% | -11.3% |
| 1Y | +3.0% | +61.7% | -58.7% | -15.8% |
| 3Y | +48.6% | +37.2% | +11.4% | +21.4% |
| All | -9.3% | -27.0% | +17.7% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling