-41.4%
PCOR vs DBX
+7.0%
-48.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.8% | -2.5% |
| 7D | -9.0% | -2.4% | -6.5% | -7.3% |
| 30D | +4.2% | -0.5% | +4.7% | +4.6% |
| 3M | +14.4% | +28.1% | -13.6% | -4.0% |
| 6M | +0.2% | +33.1% | -32.9% | -19.0% |
| YTD | -20.3% | +25.3% | -45.5% | -32.5% |
| 1Y | -16.1% | +18.3% | -34.5% | -26.9% |
| 3Y | -14.7% | +25.0% | -39.7% | -34.7% |
| All | -41.4% | +7.0% | -48.4% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling