-13.3%
PCOR vs DOV
+53.6%
-67.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +20.7% | -0.7% | +21.5% | +21.0% |
| 30D | +35.7% | +12.3% | +23.4% | +25.0% |
| 3M | +31.1% | +1.2% | +29.9% | +29.2% |
| 6M | +43.1% | -3.1% | +46.2% | +43.2% |
| YTD | +4.8% | +9.4% | -4.6% | -7.2% |
| 1Y | -3.7% | +17.6% | -21.3% | -19.9% |
| 3Y | +46.5% | +66.5% | -20.0% | -8.5% |
| 5Y | -17.3% | +29.0% | -46.3% | -39.6% |
| All | -13.3% | +53.6% | -67.0% | -36.3% |
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