-19.8%
PCOR vs DD
+59.7%
-79.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +2.0% |
| 7D | +23.7% | +3.1% | +20.6% | +21.1% |
| 30D | +39.0% | +8.7% | +30.3% | +32.1% |
| 3M | +35.8% | -1.2% | +37.0% | +35.5% |
| 6M | +38.2% | -1.1% | +39.3% | +36.7% |
| YTD | +3.9% | +21.7% | -17.7% | -12.3% |
| 1Y | +5.7% | +24.0% | -18.4% | -12.1% |
| 3Y | +44.8% | +75.6% | -30.9% | -8.1% |
| 5Y | -19.8% | +58.2% | -77.9% | -47.0% |
| All | -19.8% | +59.7% | -79.5% | -47.0% |
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