+39.9%
FICO vs PCOR
-10.0%
+49.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +19.7% | -22.9% | -9.1% |
| 7D | +0.4% | +21.8% | -21.4% | -6.3% |
| 30D | +1.7% | +39.5% | -37.9% | -9.0% |
| 3M | -33.0% | +35.2% | -68.3% | -39.5% |
| 6M | -33.9% | +21.7% | -55.6% | -39.2% |
| YTD | -58.5% | +3.9% | -62.5% | -60.3% |
| 1Y | -56.4% | +6.9% | -63.3% | -58.7% |
| 3Y | -24.7% | +44.8% | -69.4% | -37.0% |
| 5Y | +83.1% | -21.9% | +105.0% | +60.8% |
| All | +39.9% | -10.0% | +49.9% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling