-3.7%
PCOR vs DRI
+31.8%
-35.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +20.7% | +4.2% | +16.5% | +20.1% |
| 30D | +35.7% | +15.7% | +20.0% | +34.8% |
| 3M | +31.1% | +5.8% | +25.3% | +30.1% |
| 6M | +43.1% | +18.4% | +24.7% | +42.9% |
| YTD | +4.8% | +28.2% | -23.4% | +0.8% |
| 1Y | -3.7% | +35.9% | -39.6% | -8.9% |
| All | -3.7% | +31.8% | -35.5% | -8.9% |
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