-14.1%
PCOR vs DOC
-17.6%
+3.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +3.1% | +16.6% | +18.3% |
| 7D | +21.8% | +8.7% | +13.1% | +17.7% |
| 30D | +39.5% | +7.6% | +31.9% | +35.3% |
| 3M | +35.2% | -5.3% | +40.5% | +38.3% |
| 6M | +21.7% | +27.6% | -5.9% | +7.4% |
| YTD | +3.9% | +32.4% | -28.5% | -10.4% |
| 1Y | +6.9% | +22.9% | -15.9% | -4.4% |
| 3Y | +44.8% | +43.1% | +1.7% | +17.6% |
| 5Y | -21.9% | -21.4% | -0.5% | -14.0% |
| All | -14.1% | -17.6% | +3.5% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling