-13.3%
PCOR vs DGX
+120.0%
-133.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +20.7% | +4.6% | +16.1% | +19.1% |
| 30D | +35.7% | +11.9% | +23.8% | +31.1% |
| 3M | +31.1% | +9.2% | +21.9% | +27.4% |
| 6M | +43.1% | +39.0% | +4.1% | +28.4% |
| YTD | +4.8% | +51.4% | -46.6% | -9.0% |
| 1Y | -3.7% | +42.6% | -46.2% | -14.8% |
| 3Y | +46.5% | +105.9% | -59.4% | +9.4% |
| 5Y | -17.3% | +96.6% | -113.9% | -38.1% |
| All | -13.3% | +120.0% | -133.3% | -32.2% |
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