-13.1%
PCOR vs DVA
+51.7%
-64.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +1.8% |
| 7D | +22.2% | -0.1% | +22.3% | +22.3% |
| 30D | +36.0% | +3.5% | +32.5% | +35.6% |
| 3M | +34.0% | +1.0% | +33.0% | +33.8% |
| 6M | +43.5% | -6.6% | +50.1% | +44.0% |
| YTD | +5.1% | +63.3% | -58.2% | -2.2% |
| 1Y | -3.9% | +50.0% | -53.9% | -9.3% |
| 3Y | +52.9% | +120.1% | -67.1% | +32.9% |
| 5Y | -18.7% | +73.7% | -92.4% | -28.9% |
| All | -13.1% | +51.7% | -64.8% | -23.0% |
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