-84.6%
FLNC vs PCOR
-16.1%
-68.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.5% |
| 7D | +3.6% | +22.2% | -18.6% | -9.0% |
| 30D | -27.3% | +36.0% | -63.3% | -40.5% |
| 3M | -59.1% | +34.0% | -93.1% | -66.8% |
| 6M | -77.6% | +43.5% | -121.2% | -82.8% |
| YTD | -72.7% | +5.1% | -77.8% | -75.8% |
| 1Y | -74.0% | -3.9% | -70.1% | -75.2% |
| 3Y | -69.6% | +52.9% | -122.5% | -80.2% |
| 5Y | -85.2% | -18.7% | -66.5% | -89.6% |
| All | -84.6% | -16.1% | -68.5% | -89.1% |
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