-3.7%
PCOR vs DGX
+47.5%
-51.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +20.7% | +4.6% | +16.1% | +19.6% |
| 30D | +35.7% | +11.9% | +23.8% | +33.3% |
| 3M | +31.1% | +9.2% | +21.9% | +29.1% |
| 6M | +43.1% | +39.0% | +4.1% | +37.2% |
| YTD | +4.8% | +51.4% | -46.6% | +0.3% |
| 1Y | -3.7% | +42.6% | -46.2% | -8.7% |
| All | -3.7% | +47.5% | -51.1% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling