-51.7%
FIG vs PCOR
+4.0%
-55.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +19.7% | -14.4% | -10.3% |
| 7D | -4.7% | +21.8% | -26.5% | -20.0% |
| 30D | +0.5% | +39.5% | -39.0% | -24.8% |
| 3M | -18.4% | +35.2% | -53.6% | -37.4% |
| 6M | +10.9% | +21.7% | -10.9% | -9.3% |
| YTD | -40.8% | +3.9% | -44.7% | -46.0% |
| 1Y | -51.7% | +6.9% | -58.6% | -56.9% |
| All | -51.7% | +4.0% | -55.7% | -56.9% |
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