-13.1%
PCOR vs DOV
+54.3%
-67.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | -1.4% |
| 7D | +22.2% | -1.4% | +23.6% | +23.0% |
| 30D | +36.0% | +12.8% | +23.2% | +24.9% |
| 3M | +34.0% | +1.1% | +32.9% | +32.1% |
| 6M | +43.5% | -2.6% | +46.1% | +43.1% |
| YTD | +5.1% | +9.9% | -4.8% | -7.2% |
| 1Y | -3.9% | +19.3% | -23.3% | -21.0% |
| 3Y | +52.9% | +68.4% | -15.5% | -5.3% |
| 5Y | -18.7% | +29.1% | -47.8% | -40.7% |
| All | -13.1% | +54.3% | -67.4% | -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