-16.1%
PCOR vs DRI
+6.9%
-23.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -4.3% |
| 7D | -9.0% | +0.6% | -9.5% | -8.9% |
| 30D | +4.2% | +3.8% | +0.3% | +4.2% |
| 3M | +14.4% | +13.0% | +1.4% | +14.8% |
| 6M | +0.2% | +8.3% | -8.1% | +0.4% |
| YTD | -20.3% | +20.6% | -40.9% | -21.6% |
| 1Y | -16.1% | +6.5% | -22.6% | -15.2% |
| All | -16.1% | +6.9% | -23.1% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling