+382.1%
FN vs PCOR
-30.9%
+413.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.3% | +7.4% | +4.2% |
| 7D | -1.7% | -9.0% | +7.3% | +0.7% |
| 30D | -22.0% | +4.2% | -26.2% | -23.4% |
| 3M | -43.0% | +14.4% | -57.4% | -45.8% |
| 6M | -27.7% | +0.2% | -27.9% | -29.9% |
| YTD | -10.5% | -20.3% | +9.7% | -7.3% |
| 1Y | +12.5% | -16.1% | +28.6% | +13.7% |
| 3Y | +153.8% | -14.7% | +168.5% | +149.0% |
| 5Y | +288.0% | -43.2% | +331.2% | +272.8% |
| All | +382.1% | -30.9% | +413.1% | +366.9% |
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