-11.8%
PCOR vs DOV
+52.1%
-63.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.0% | +3.0% | 0.0% | +1.0% |
| 30D | +38.7% | +8.6% | +30.1% | +30.6% |
| 3M | +24.9% | +1.9% | +23.0% | +22.5% |
| 6M | +68.8% | -1.7% | +70.5% | +66.8% |
| YTD | +6.7% | +8.3% | -1.6% | -4.9% |
| 1Y | +3.0% | +16.6% | -13.6% | -13.9% |
| 3Y | +48.6% | +65.1% | -16.5% | -6.7% |
| 5Y | -12.7% | +29.2% | -41.8% | -36.1% |
| All | -11.8% | +52.1% | -63.9% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 10y: compounded portfolio wealth divided by compounded DOV 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…
10y analysis · Full analysis span regression · 6 months rolling