+52.6%
FE vs PCOR
-10.3%
+62.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | -1.0% | +22.7% | -23.8% | -1.5% |
| 30D | +4.1% | +37.5% | -33.3% | +3.3% |
| 3M | -1.0% | +35.2% | -36.2% | -1.8% |
| 6M | +4.0% | +42.2% | -38.2% | +2.9% |
| YTD | +6.8% | +3.6% | +3.3% | +6.6% |
| 1Y | +5.3% | -4.8% | +10.0% | +5.3% |
| 3Y | +44.6% | +48.3% | -3.8% | +40.8% |
| 5Y | +44.2% | -20.1% | +64.3% | +40.5% |
| All | +52.6% | -10.3% | +62.9% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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