+48.9%
PCOR vs DRI
+68.1%
-19.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +23.7% | +3.7% | +20.0% | +22.3% |
| 30D | +39.0% | +13.5% | +25.5% | +33.5% |
| 3M | +35.8% | +10.4% | +25.4% | +31.2% |
| 6M | +38.2% | +19.5% | +18.7% | +29.5% |
| YTD | +3.9% | +28.2% | -24.3% | -7.2% |
| 1Y | +5.7% | +31.0% | -25.3% | -6.9% |
| All | +48.9% | +68.1% | -19.2% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling