-14.4%
PCOR vs DTE
+36.6%
-51.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +22.7% | -0.3% | +23.0% | +22.9% |
| 30D | +37.5% | +6.2% | +31.3% | +35.8% |
| 3M | +35.2% | -2.6% | +37.8% | +35.9% |
| 6M | +42.2% | -3.5% | +45.8% | +42.8% |
| YTD | +3.6% | +7.4% | -3.8% | +0.5% |
| 1Y | -4.8% | +4.2% | -9.0% | -6.8% |
| 3Y | +48.3% | +51.7% | -3.4% | +27.3% |
| 5Y | -20.1% | +39.7% | -59.7% | -27.8% |
| All | -14.4% | +36.6% | -51.0% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling