+57.6%
FITB vs PCOR
-10.0%
+67.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.8% | +23.7% | -25.5% | -5.9% |
| 30D | +4.8% | +39.0% | -34.2% | -1.8% |
| 3M | -6.4% | +35.8% | -42.2% | -12.4% |
| 6M | +7.9% | +38.2% | -30.3% | -0.1% |
| YTD | +17.0% | +3.9% | +13.1% | +13.7% |
| 1Y | +29.9% | +5.7% | +24.3% | +25.6% |
| 3Y | +124.8% | +44.8% | +80.1% | +100.6% |
| 5Y | +46.4% | -19.8% | +66.2% | +31.6% |
| All | +57.6% | -10.0% | +67.6% | +42.6% |
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 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