-20.1%
PCOR vs DD
+58.5%
-78.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | +22.7% | +4.6% | +18.1% | +19.2% |
| 30D | +37.5% | +11.8% | +25.7% | +28.8% |
| 3M | +35.2% | +2.2% | +33.0% | +32.6% |
| 6M | +42.2% | -1.6% | +43.9% | +41.3% |
| YTD | +3.6% | +23.0% | -19.4% | -13.1% |
| 1Y | -4.8% | +26.9% | -31.7% | -21.8% |
| 3Y | +48.3% | +77.9% | -29.5% | -6.6% |
| All | -20.1% | +58.5% | -78.6% | -47.4% |
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