-11.9%
PCOR vs DVA
+50.1%
-62.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.4% |
| 7D | +2.5% | -4.8% | +7.3% | +3.0% |
| 30D | +37.9% | +0.9% | +36.9% | +37.7% |
| 3M | +32.0% | +2.9% | +29.1% | +31.5% |
| 6M | +54.7% | -7.8% | +62.5% | +55.4% |
| YTD | +6.6% | +61.5% | -54.9% | -0.7% |
| 1Y | -1.7% | +50.1% | -51.8% | -7.2% |
| 3Y | +49.0% | +121.1% | -72.1% | +29.3% |
| 5Y | -12.5% | +72.9% | -85.4% | -23.5% |
| All | -11.9% | +50.1% | -62.0% | -21.9% |
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