-12.2%
PCOR vs DTE
+40.7%
-53.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +2.2% | +3.2% | -1.1% | +1.4% |
| 30D | +37.4% | +8.5% | +29.0% | +35.1% |
| 3M | +33.2% | +1.3% | +31.9% | +32.7% |
| 6M | +60.6% | -0.7% | +61.3% | +60.2% |
| YTD | +6.2% | +10.6% | -4.5% | +2.3% |
| 1Y | -1.1% | +2.6% | -3.7% | -2.5% |
| 3Y | +48.4% | +56.5% | -8.1% | +26.5% |
| 5Y | -13.1% | +46.7% | -59.8% | -22.7% |
| All | -12.2% | +40.7% | -53.0% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling