-21.9%
PCOR vs DOC
-22.8%
+0.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +3.1% | +16.6% | +18.2% |
| 7D | +21.8% | +8.7% | +13.1% | +17.5% |
| 30D | +39.5% | +7.6% | +31.9% | +35.1% |
| 3M | +35.2% | -5.3% | +40.5% | +38.4% |
| 6M | +21.7% | +27.6% | -5.9% | +6.7% |
| YTD | +3.9% | +32.4% | -28.5% | -11.2% |
| 1Y | +6.9% | +22.9% | -15.9% | -5.0% |
| 3Y | +44.8% | +43.1% | +1.7% | +15.5% |
| 5Y | -21.9% | -21.4% | -0.5% | -7.9% |
| All | -21.9% | -22.8% | +0.9% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling