-12.2%
PCOR vs DBX
+26.7%
-39.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -1.1% |
| 7D | +2.2% | -6.3% | +8.4% | +6.6% |
| 30D | +37.4% | -5.9% | +43.3% | +43.4% |
| 3M | +33.2% | -0.4% | +33.6% | +33.2% |
| 6M | +60.6% | +29.8% | +30.8% | +33.4% |
| YTD | +6.2% | +20.5% | -14.4% | -7.9% |
| 1Y | -1.1% | +8.7% | -9.7% | -8.2% |
| 3Y | +48.4% | +25.9% | +22.5% | +12.3% |
| 5Y | -13.1% | +24.2% | -37.3% | -36.7% |
| All | -12.2% | +26.7% | -39.0% | -30.8% |
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