+48.3%
PCOR vs DVA
+139.6%
-91.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | +22.7% | +2.1% | +20.7% | +22.6% |
| 30D | +37.5% | +8.2% | +29.2% | +37.1% |
| 3M | +35.2% | +5.9% | +29.3% | +34.9% |
| 6M | +42.2% | -1.3% | +43.5% | +42.3% |
| YTD | +3.6% | +68.4% | -64.9% | +0.5% |
| 1Y | -4.8% | +57.5% | -62.2% | -6.3% |
| 3Y | +48.3% | +142.3% | -94.0% | +26.1% |
| All | +48.3% | +139.6% | -91.3% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling