+86.1%
FICO vs PCOR
-22.6%
+108.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.3% | +23.7% | -23.9% | -7.6% |
| 30D | +1.7% | +39.0% | -37.3% | -9.3% |
| 3M | -35.2% | +35.8% | -70.9% | -41.8% |
| 6M | -33.7% | +38.2% | -71.9% | -41.4% |
| 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% | -37.2% |
| 5Y | +86.1% | -19.8% | +105.8% | +64.4% |
| All | +86.1% | -22.6% | +108.6% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling