-25.7%
FN vs PCOR
+4.0%
-29.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +19.7% | -25.6% | -2.3% |
| 7D | -7.0% | +21.8% | -28.8% | -3.1% |
| 30D | -24.7% | +39.5% | -64.3% | -19.7% |
| 3M | -35.7% | +35.2% | -70.9% | -31.4% |
| 6M | -52.4% | +21.7% | -74.1% | -46.5% |
| YTD | -25.0% | +3.9% | -28.9% | -13.6% |
| 1Y | -25.7% | +6.9% | -32.6% | -13.8% |
| All | -25.7% | +4.0% | -29.7% | -13.8% |
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