-57.9%
FICO vs PCOR
-2.3%
-55.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.9% | +22.7% | -23.7% | -8.3% |
| 30D | +3.3% | +37.5% | -34.1% | -8.5% |
| 3M | -31.7% | +35.2% | -66.9% | -38.9% |
| 6M | -34.0% | +42.2% | -76.2% | -42.8% |
| YTD | -58.3% | +3.6% | -61.9% | -61.2% |
| 1Y | -57.9% | -4.8% | -53.2% | -59.9% |
| All | -57.9% | -2.3% | -55.7% | -59.9% |
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 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