+48.3%
PCOR vs DBX
+33.4%
+14.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +1.4% |
| 7D | +22.7% | -4.4% | +27.1% | +26.1% |
| 30D | +37.5% | +4.8% | +32.7% | +34.2% |
| 3M | +35.2% | +0.3% | +34.8% | +35.1% |
| 6M | +42.2% | +40.4% | +1.9% | +18.2% |
| YTD | +3.6% | +24.7% | -21.1% | -8.7% |
| 1Y | -4.8% | +20.9% | -25.6% | -15.2% |
| 3Y | +48.3% | +34.5% | +13.8% | +17.0% |
| All | +48.3% | +33.4% | +14.9% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling