-34.1%
PCOR vs DRI
+83.9%
-118.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -4.0% |
| 7D | -9.0% | +0.6% | -9.5% | -9.3% |
| 30D | +4.2% | +3.8% | +0.3% | +1.6% |
| 3M | +14.4% | +13.0% | +1.4% | +6.2% |
| 6M | +0.2% | +8.3% | -8.1% | -5.7% |
| YTD | -20.3% | +20.6% | -40.9% | -30.4% |
| 1Y | -16.1% | +6.5% | -22.6% | -21.5% |
| 3Y | -14.7% | +53.7% | -68.4% | -38.5% |
| 5Y | -43.2% | +72.7% | -115.8% | -63.7% |
| All | -34.1% | +83.9% | -118.0% | -58.7% |
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