-83.6%
FIG vs PCOR
+5.1%
-88.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +0.6% |
| 7D | -14.3% | +2.5% | -16.8% | -15.8% |
| 30D | -13.6% | +37.9% | -51.5% | -32.7% |
| 3M | -23.7% | +32.0% | -55.7% | -38.6% |
| 6M | -5.4% | +54.7% | -60.1% | -32.8% |
| YTD | -49.2% | +6.6% | -55.8% | -56.5% |
| 1Y | -57.4% | -1.7% | -55.7% | -62.2% |
| All | -83.6% | +5.1% | -88.7% | -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