+41.1%
FICO vs PCOR
-10.0%
+51.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.3% | +23.7% | -23.9% | -7.3% |
| 30D | +1.7% | +39.0% | -37.3% | -8.9% |
| 3M | -35.2% | +35.8% | -70.9% | -41.5% |
| 6M | -33.7% | +38.2% | -71.9% | -41.1% |
| YTD | -58.2% | +3.9% | -62.1% | -60.0% |
| 1Y | -56.6% | +5.7% | -62.3% | -58.8% |
| 3Y | -24.0% | +44.8% | -68.7% | -36.4% |
| 5Y | +86.1% | -19.8% | +105.8% | +62.7% |
| All | +41.1% | -10.0% | +51.1% | +22.7% |
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