-34.1%
PCOR vs DAR
-3.5%
-30.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.0% |
| 7D | -9.0% | +1.4% | -10.3% | -9.4% |
| 30D | +4.2% | +12.8% | -8.6% | -0.1% |
| 3M | +14.4% | +7.4% | +7.1% | +11.1% |
| 6M | +0.2% | +22.3% | -22.1% | -7.1% |
| YTD | -20.3% | +81.1% | -101.3% | -35.6% |
| 1Y | -16.1% | +106.5% | -122.6% | -35.9% |
| 3Y | -14.7% | +5.3% | -20.0% | -19.8% |
| 5Y | -43.2% | -11.5% | -31.6% | -45.3% |
| All | -34.1% | -3.5% | -30.6% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling