-36.2%
PCOR vs DVA
+47.2%
-83.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.0% | -3.0% |
| 7D | -6.9% | +2.2% | -9.2% | -7.1% |
| 30D | -1.5% | -2.0% | +0.5% | -1.4% |
| 3M | +18.5% | -6.3% | +24.8% | +19.0% |
| 6M | -4.7% | +19.4% | -24.1% | -7.0% |
| YTD | -22.8% | +58.5% | -81.3% | -27.9% |
| 1Y | -20.7% | +33.9% | -54.6% | -23.8% |
| 3Y | -14.6% | +88.4% | -103.0% | -24.2% |
| 5Y | -40.7% | +39.5% | -80.3% | -47.7% |
| All | -36.2% | +47.2% | -83.4% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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