-13.3%
PCOR vs DD
+64.7%
-78.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | +20.7% | +2.2% | +18.5% | +19.0% |
| 30D | +35.7% | +20.7% | +15.0% | +22.3% |
| 3M | +31.1% | +11.3% | +19.7% | +22.9% |
| 6M | +43.1% | +6.0% | +37.2% | +36.8% |
| YTD | +4.8% | +31.7% | -26.9% | -14.7% |
| 1Y | -3.7% | +32.2% | -35.9% | -21.8% |
| 3Y | +46.5% | +92.7% | -46.1% | -9.8% |
| 5Y | -17.3% | +72.1% | -89.4% | -47.1% |
| All | -13.3% | +64.7% | -78.1% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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