-14.1%
PCOR vs DRI
+95.5%
-109.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +23.7% | +3.7% | +20.0% | +21.7% |
| 30D | +39.0% | +13.5% | +25.5% | +30.5% |
| 3M | +35.8% | +10.4% | +25.4% | +28.7% |
| 6M | +38.2% | +19.5% | +18.7% | +24.8% |
| YTD | +3.9% | +28.2% | -24.3% | -11.8% |
| 1Y | +5.7% | +31.0% | -25.3% | -11.8% |
| 3Y | +44.8% | +67.1% | -22.3% | +0.1% |
| 5Y | -19.8% | +74.7% | -94.5% | -49.8% |
| All | -14.1% | +95.5% | -109.6% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling