-34.1%
PCOR vs DD
+38.2%
-72.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.6% | -4.4% |
| 7D | -9.0% | -3.5% | -5.4% | -7.2% |
| 30D | +4.2% | -10.3% | +14.5% | +10.3% |
| 3M | +14.4% | -7.5% | +22.0% | +18.8% |
| 6M | +0.2% | -8.0% | +8.2% | +2.1% |
| YTD | -20.3% | +10.5% | -30.7% | -28.3% |
| 1Y | -16.1% | +38.3% | -54.4% | -35.6% |
| 3Y | -14.7% | +42.5% | -57.2% | -37.0% |
| 5Y | -43.2% | +60.2% | -103.3% | -62.0% |
| All | -34.1% | +38.2% | -72.3% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling