-41.4%
PCOR vs DD
+61.3%
-102.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.6% | -4.5% |
| 7D | -9.0% | -3.5% | -5.4% | -7.1% |
| 30D | +4.2% | -10.3% | +14.5% | +10.5% |
| 3M | +14.4% | -7.5% | +22.0% | +18.9% |
| 6M | +0.2% | -8.0% | +8.2% | +2.1% |
| YTD | -20.3% | +10.5% | -30.7% | -28.6% |
| 1Y | -16.1% | +38.3% | -54.4% | -36.3% |
| 3Y | -14.7% | +42.5% | -57.2% | -37.8% |
| All | -41.4% | +61.3% | -102.7% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling