-20.1%
PCOR vs DRI
+74.0%
-94.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | +0.2% |
| 7D | +22.7% | +2.8% | +19.9% | +21.3% |
| 30D | +37.5% | +13.3% | +24.2% | +28.8% |
| 3M | +35.2% | +8.2% | +27.0% | +29.2% |
| 6M | +42.2% | +17.5% | +24.7% | +28.7% |
| YTD | +3.6% | +26.9% | -23.3% | -12.7% |
| 1Y | -4.8% | +31.6% | -36.3% | -21.9% |
| 3Y | +48.3% | +67.0% | -18.6% | -2.0% |
| All | -20.1% | +74.0% | -94.1% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling