-22.7%
PCOR vs DGX
+31.5%
-54.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -9.0% | -2.2% | -6.8% | -8.7% |
| 30D | -7.0% | -0.9% | -6.1% | -6.8% |
| 3M | +18.3% | +15.6% | +2.8% | +16.6% |
| 6M | -7.8% | +17.8% | -25.6% | -9.0% |
| YTD | -25.6% | +37.5% | -63.0% | -27.6% |
| 1Y | -22.7% | +31.2% | -53.9% | -25.3% |
| All | -22.7% | +31.5% | -54.2% | -25.3% |
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