+53.7%
FE vs PCOR
-30.9%
+84.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.5% |
| 7D | +1.9% | -9.0% | +10.9% | +2.1% |
| 30D | -1.2% | +4.2% | -5.3% | -1.3% |
| 3M | +3.5% | +14.4% | -10.9% | +3.0% |
| 6M | -6.1% | +0.2% | -6.2% | -6.2% |
| YTD | +7.6% | -20.3% | +27.9% | +8.1% |
| 1Y | +11.9% | -16.1% | +28.0% | +12.1% |
| 3Y | +48.4% | -14.7% | +63.1% | +47.3% |
| 5Y | +44.8% | -43.2% | +87.9% | +41.8% |
| All | +53.7% | -30.9% | +84.6% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling