-34.1%
PCOR vs DTE
+36.3%
-70.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.5% | -4.1% |
| 7D | -9.0% | +0.2% | -9.1% | -9.0% |
| 30D | +4.2% | -2.6% | +6.7% | +4.7% |
| 3M | +14.4% | -3.9% | +18.3% | +15.1% |
| 6M | +0.2% | -7.9% | +8.1% | +1.7% |
| YTD | -20.3% | +7.2% | -27.4% | -22.6% |
| 1Y | -16.1% | +3.1% | -19.2% | -17.7% |
| 3Y | -14.7% | +47.6% | -62.3% | -26.1% |
| 5Y | -43.2% | +32.7% | -75.9% | -48.6% |
| All | -34.1% | +36.3% | -70.4% | -39.9% |
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 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