-14.1%
PCOR vs DOV
+46.8%
-60.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | +3.1% |
| 7D | +23.7% | -3.7% | +27.4% | +26.5% |
| 30D | +39.0% | +5.6% | +33.4% | +33.4% |
| 3M | +35.8% | -3.5% | +39.2% | +38.1% |
| 6M | +38.2% | -8.9% | +47.1% | +44.1% |
| YTD | +3.9% | +4.5% | -0.6% | -5.1% |
| 1Y | +5.7% | +13.9% | -8.2% | -10.5% |
| 3Y | +44.8% | +55.9% | -11.1% | -5.3% |
| 5Y | -19.8% | +25.8% | -45.5% | -40.0% |
| All | -14.1% | +46.8% | -60.9% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling