-84.0%
FIG vs PCOR
+2.5%
-86.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.7% |
| 7D | -17.4% | +23.7% | -41.1% | -30.3% |
| 30D | -15.9% | +39.0% | -54.9% | -35.0% |
| 3M | -34.5% | +35.8% | -70.2% | -48.4% |
| 6M | -5.0% | +38.2% | -43.3% | -27.3% |
| YTD | -50.7% | +3.9% | -54.6% | -56.9% |
| 1Y | -58.1% | +5.7% | -63.8% | -63.5% |
| All | -84.0% | +2.5% | -86.5% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling