+160.3%
FN vs PCOR
-14.4%
+174.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.3% | +7.4% | +4.2% |
| 7D | -1.7% | -9.0% | +7.3% | +0.5% |
| 30D | -22.0% | +4.2% | -26.2% | -23.4% |
| 3M | -43.0% | +14.4% | -57.4% | -45.5% |
| 6M | -27.7% | +0.2% | -27.9% | -29.1% |
| YTD | -10.5% | -20.3% | +9.7% | -4.3% |
| 1Y | +12.5% | -16.1% | +28.6% | +16.2% |
| All | +160.3% | -14.4% | +174.7% | +156.9% |
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 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