-9.3%
PCOR vs DTE
+46.4%
-55.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +3.0% | +3.4% | -0.4% | +2.3% |
| 30D | +38.7% | +8.9% | +29.8% | +36.3% |
| 3M | +24.9% | +1.1% | +23.8% | +24.4% |
| 6M | +68.8% | +0.1% | +68.7% | +68.1% |
| YTD | +6.7% | +11.1% | -4.3% | +2.8% |
| 1Y | +3.0% | +4.9% | -1.9% | +0.9% |
| 3Y | +48.6% | +58.6% | -10.0% | +26.2% |
| All | -9.3% | +46.4% | -55.7% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling