+81.3%
FN vs PCOR
+44.3%
+37.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | 0.0% | -14.2% | -14.2% |
| 7D | -16.0% | +23.7% | -39.7% | -19.8% |
| 30D | -40.1% | +39.0% | -79.1% | -44.4% |
| 3M | -43.9% | +35.8% | -79.7% | -48.2% |
| 6M | -55.6% | +38.2% | -93.9% | -59.5% |
| YTD | -35.7% | +3.9% | -39.6% | -34.9% |
| 1Y | -39.8% | +5.7% | -45.5% | -39.8% |
| All | +81.3% | +44.3% | +37.0% | +39.9% |
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