-36.2%
PCOR vs DGX
+99.7%
-135.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | -6.9% | -0.3% | -6.6% | -6.8% |
| 30D | -1.5% | -1.2% | -0.3% | -1.1% |
| 3M | +18.5% | +19.9% | -1.4% | +11.7% |
| 6M | -4.7% | +19.2% | -23.9% | -10.1% |
| YTD | -22.8% | +37.5% | -60.2% | -30.9% |
| 1Y | -20.7% | +31.3% | -52.0% | -28.1% |
| 3Y | -14.6% | +96.6% | -111.2% | -35.9% |
| 5Y | -40.7% | +64.3% | -105.0% | -54.8% |
| All | -36.2% | +99.7% | -135.9% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling