-34.1%
PCOR vs DBX
+31.7%
-65.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| 6M | +0.2% | +33.1% | -32.9% | -18.8% |
| YTD | -20.3% | +25.3% | -45.5% | -32.4% |
| 1Y | -16.1% | +18.3% | -34.5% | -26.8% |
| 3Y | -14.7% | +25.0% | -39.7% | -34.3% |
| 5Y | -43.2% | +7.5% | -50.7% | -56.0% |
| All | -34.1% | +31.7% | -65.8% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling