-55.8%
FIG vs PCOR
-14.7%
-41.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | -0.1% | -0.5% |
| 7D | -16.3% | -9.0% | -7.3% | -8.9% |
| 30D | -14.3% | +4.2% | -18.5% | -17.0% |
| 3M | +7.2% | +14.4% | -7.3% | -5.3% |
| 6M | -18.6% | +0.2% | -18.8% | -20.3% |
| YTD | -35.5% | -20.3% | -15.2% | -22.0% |
| 1Y | -55.8% | -16.1% | -39.7% | -48.5% |
| All | -55.8% | -14.7% | -41.1% | -48.5% |
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