-34.1%
PCOR vs DOV
+39.8%
-73.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.9% |
| 7D | -9.0% | -2.7% | -6.3% | -7.3% |
| 30D | +4.2% | -8.1% | +12.3% | +10.1% |
| 3M | +14.4% | -9.4% | +23.8% | +20.5% |
| 6M | +0.2% | -12.6% | +12.8% | +6.3% |
| YTD | -20.3% | -0.5% | -19.8% | -24.4% |
| 1Y | -16.1% | +9.2% | -25.4% | -27.0% |
| 3Y | -14.7% | +34.1% | -48.8% | -37.2% |
| 5Y | -43.2% | +17.3% | -60.4% | -56.6% |
| All | -34.1% | +39.8% | -73.8% | -48.1% |
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