-13.1%
PCOR vs DGX
+121.0%
-134.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.0% |
| 7D | +22.2% | +3.5% | +18.7% | +21.0% |
| 30D | +36.0% | +12.4% | +23.6% | +31.3% |
| 3M | +34.0% | +9.3% | +24.6% | +30.2% |
| 6M | +43.5% | +39.7% | +3.9% | +28.5% |
| YTD | +5.1% | +52.2% | -47.0% | -8.9% |
| 1Y | -3.9% | +47.1% | -51.0% | -16.0% |
| 3Y | +52.9% | +108.8% | -55.8% | +13.5% |
| 5Y | -18.7% | +101.4% | -120.0% | -39.3% |
| All | -13.1% | +121.0% | -134.1% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling