-83.6%
FIG vs PCOR
+4.7%
-88.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +2.6% | +2.2% | +0.4% | +1.1% |
| 30D | -13.1% | +37.4% | -50.5% | -32.1% |
| 3M | -20.3% | +33.2% | -53.5% | -36.3% |
| 6M | -2.1% | +60.6% | -62.7% | -32.2% |
| YTD | -49.4% | +6.2% | -55.5% | -56.5% |
| 1Y | -57.0% | -1.1% | -55.9% | -62.0% |
| All | -83.6% | +4.7% | -88.3% | -85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling