-56.4%
FICO vs PCOR
+4.0%
-60.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +19.7% | -22.9% | -9.5% |
| 7D | +0.4% | +21.8% | -21.4% | -6.8% |
| 30D | +1.7% | +39.5% | -37.9% | -10.4% |
| 3M | -33.0% | +35.2% | -68.3% | -40.1% |
| 6M | -33.9% | +21.7% | -55.6% | -39.1% |
| YTD | -58.5% | +3.9% | -62.5% | -61.4% |
| 1Y | -56.4% | +6.9% | -63.3% | -59.8% |
| All | -56.4% | +4.0% | -60.4% | -59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling