-59.1%
FIG vs PCOR
-2.3%
-56.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.3% |
| 7D | -13.1% | +22.7% | -35.8% | -27.9% |
| 30D | -13.0% | +37.5% | -50.5% | -34.5% |
| 3M | -21.5% | +35.2% | -56.7% | -40.1% |
| 6M | -2.5% | +42.2% | -44.7% | -29.6% |
| YTD | -49.7% | +3.6% | -53.2% | -51.7% |
| 1Y | -59.1% | -4.8% | -54.3% | -56.5% |
| All | -59.1% | -2.3% | -56.8% | -56.5% |
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