-13.1%
PCOR vs DD
+62.9%
-76.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.9% | -4.4% | -1.5% |
| 7D | +22.2% | +9.8% | +12.4% | +15.8% |
| 30D | +36.0% | +19.3% | +16.7% | +23.4% |
| 3M | +34.0% | +9.4% | +24.6% | +26.8% |
| 6M | +43.5% | +4.8% | +38.7% | +38.0% |
| YTD | +5.1% | +30.2% | -25.1% | -14.0% |
| 1Y | -3.9% | +32.2% | -36.2% | -22.2% |
| 3Y | +52.9% | +93.1% | -40.2% | -6.2% |
| 5Y | -18.7% | +68.0% | -86.7% | -47.4% |
| All | -13.1% | +62.9% | -76.0% | -49.9% |
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