+111.4%
FN vs PCOR
+44.3%
+67.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +19.7% | -25.6% | -9.6% |
| 7D | -7.0% | +21.8% | -28.8% | -10.9% |
| 30D | -24.7% | +39.5% | -64.3% | -30.2% |
| 3M | -35.7% | +35.2% | -70.9% | -40.6% |
| 6M | -52.4% | +21.7% | -74.1% | -54.4% |
| YTD | -25.0% | +3.9% | -28.9% | -24.1% |
| 1Y | -25.7% | +6.9% | -32.6% | -26.1% |
| All | +111.4% | +44.3% | +67.1% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling