+86.0%
FICO vs PCOR
-30.9%
+116.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.3% | -12.4% | -15.3% |
| 7D | -19.2% | -9.0% | -10.2% | -16.6% |
| 30D | -14.6% | +4.2% | -18.8% | -15.4% |
| 3M | -20.1% | +14.4% | -34.5% | -23.8% |
| 6M | -36.3% | +0.2% | -36.5% | -37.2% |
| YTD | -44.9% | -20.3% | -24.6% | -42.1% |
| 1Y | -38.6% | -16.1% | -22.5% | -36.8% |
| 3Y | +4.0% | -14.7% | +18.7% | +2.5% |
| 5Y | +99.5% | -43.2% | +142.7% | +93.1% |
| All | +86.0% | -30.9% | +116.9% | +77.6% |
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 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