-36.2%
PCOR vs DTE
+37.5%
-73.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.0% | -3.3% |
| 7D | -6.9% | +0.9% | -7.8% | -7.1% |
| 30D | -1.5% | -1.9% | +0.3% | -1.2% |
| 3M | +18.5% | -3.3% | +21.8% | +19.1% |
| 6M | -4.7% | -7.1% | +2.5% | -3.4% |
| YTD | -22.8% | +8.1% | -30.9% | -25.1% |
| 1Y | -20.7% | +5.3% | -26.0% | -22.6% |
| 3Y | -14.6% | +48.2% | -62.7% | -26.0% |
| 5Y | -40.7% | +33.2% | -74.0% | -46.6% |
| All | -36.2% | +37.5% | -73.7% | -41.9% |
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