-20.7%
PCOR vs DTE
+4.2%
-24.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.0% | -2.9% |
| 7D | -6.9% | +0.9% | -7.8% | -6.7% |
| 30D | -1.5% | -1.9% | +0.3% | -2.1% |
| 3M | +18.5% | -3.3% | +21.8% | +18.0% |
| 6M | -4.7% | -7.1% | +2.5% | -5.2% |
| YTD | -22.8% | +8.1% | -30.9% | -22.8% |
| 1Y | -20.7% | +5.3% | -26.0% | -23.6% |
| All | -20.7% | +4.2% | -24.9% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling