-34.1%
PCOR vs DVA
+50.5%
-84.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.5% | -4.4% |
| 7D | -9.0% | +1.8% | -10.8% | -9.1% |
| 30D | +4.2% | -2.5% | +6.7% | +4.4% |
| 3M | +14.4% | -4.3% | +18.7% | +14.7% |
| 6M | +0.2% | +18.9% | -18.7% | -2.2% |
| YTD | -20.3% | +61.9% | -82.2% | -25.7% |
| 1Y | -16.1% | +35.7% | -51.9% | -19.5% |
| 3Y | -14.7% | +78.6% | -93.4% | -23.5% |
| 5Y | -43.2% | +39.2% | -82.4% | -50.0% |
| All | -34.1% | +50.5% | -84.5% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling