+48.6%
PCOR vs DVA
+105.9%
-57.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +3.0% | -8.8% | +11.8% | +3.4% |
| 30D | +38.7% | -3.4% | +42.1% | +38.8% |
| 3M | +24.9% | -2.6% | +27.4% | +25.0% |
| 6M | +68.8% | -11.9% | +80.7% | +69.5% |
| YTD | +6.7% | +53.6% | -46.9% | +3.9% |
| 1Y | +3.0% | +41.9% | -38.9% | +2.0% |
| 3Y | +48.6% | +97.5% | -48.9% | +15.1% |
| All | +48.6% | +105.9% | -57.3% | +15.1% |
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