+289.3%
FN vs PCOR
-43.0%
+332.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.3% | +7.4% | +4.3% |
| 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% | -45.9% |
| 6M | -27.7% | +0.2% | -27.9% | -30.0% |
| YTD | -10.5% | -20.3% | +9.7% | -7.2% |
| 1Y | +12.5% | -16.1% | +28.6% | +13.7% |
| 3Y | +153.8% | -14.7% | +168.5% | +148.4% |
| All | +289.3% | -43.0% | +332.3% | +284.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling