+48.3%
PCOR vs DD
+78.0%
-29.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +22.7% | +4.6% | +18.1% | +20.0% |
| 30D | +37.5% | +11.8% | +25.7% | +30.7% |
| 3M | +35.2% | +2.2% | +33.0% | +33.3% |
| 6M | +42.2% | -1.6% | +43.9% | +41.8% |
| YTD | +3.6% | +23.0% | -19.4% | -10.9% |
| 1Y | -4.8% | +26.9% | -31.7% | -19.6% |
| 3Y | +48.3% | +77.9% | -29.5% | -6.9% |
| All | +48.3% | +78.0% | -29.6% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling