+56.4%
FITB vs PCOR
-10.3%
+66.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.5% | +22.7% | -24.3% | -5.5% |
| 30D | +5.8% | +37.5% | -31.6% | -0.6% |
| 3M | -6.1% | +35.2% | -41.3% | -12.0% |
| 6M | +5.9% | +42.2% | -36.3% | -2.5% |
| YTD | +16.1% | +3.6% | +12.5% | +12.9% |
| 1Y | +28.8% | -4.8% | +33.6% | +27.7% |
| 3Y | +126.0% | +48.3% | +77.7% | +100.8% |
| 5Y | +45.3% | -20.1% | +65.4% | +30.7% |
| All | +56.4% | -10.3% | +66.7% | +41.6% |
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