-11.8%
PCOR vs DGX
+98.2%
-110.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.3% | -4.1% |
| 7D | -9.0% | -2.3% | -6.6% | -8.6% |
| 30D | +4.2% | +0.6% | +3.6% | +4.1% |
| 3M | +14.4% | +21.4% | -7.0% | +10.9% |
| 6M | +0.2% | +14.7% | -14.6% | -2.1% |
| YTD | -20.3% | +38.4% | -58.7% | -24.7% |
| 1Y | -16.1% | +34.0% | -50.1% | -20.5% |
| All | -11.8% | +98.2% | -110.0% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling