-13.3%
PCOR vs DBX
+22.5%
-35.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +20.7% | -7.3% | +28.0% | +27.3% |
| 30D | +35.7% | -5.7% | +41.4% | +41.3% |
| 3M | +31.1% | -6.3% | +37.4% | +36.8% |
| 6M | +43.1% | +12.1% | +31.0% | +31.5% |
| YTD | +4.8% | +16.5% | -11.7% | -6.9% |
| 1Y | -3.7% | +6.1% | -9.7% | -9.1% |
| 3Y | +46.5% | +21.8% | +24.8% | +13.6% |
| 5Y | -17.3% | +19.1% | -36.4% | -38.0% |
| All | -13.3% | +22.5% | -35.9% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling