+54.1%
FE vs PCOR
-10.3%
+64.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | 0.0% | +22.7% | -22.8% | -0.5% |
| 30D | +5.2% | +37.5% | -32.3% | +4.4% |
| 3M | 0.0% | +35.2% | -35.2% | -0.8% |
| 6M | +5.0% | +42.2% | -37.2% | +4.0% |
| YTD | +7.9% | +3.6% | +4.3% | +7.6% |
| 1Y | +6.3% | -4.8% | +11.1% | +6.4% |
| 3Y | +46.0% | +48.3% | -2.3% | +42.2% |
| 5Y | +45.6% | -20.1% | +65.7% | +41.9% |
| All | +54.1% | -10.3% | +64.4% | +50.9% |
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