-14.1%
PCOR vs DBX
+35.2%
-49.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.7% |
| 7D | +23.7% | -1.5% | +25.2% | +25.3% |
| 30D | +39.0% | +6.0% | +33.0% | +33.7% |
| 3M | +35.8% | +2.2% | +33.6% | +33.7% |
| 6M | +38.2% | +40.7% | -2.5% | +7.5% |
| YTD | +3.9% | +28.6% | -24.7% | -13.6% |
| 1Y | +5.7% | +22.8% | -17.1% | -10.1% |
| 3Y | +44.8% | +37.5% | +7.2% | +2.9% |
| 5Y | -19.8% | +28.6% | -48.4% | -43.2% |
| All | -14.1% | +35.2% | -49.3% | -35.1% |
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 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