+143.3%
FN vs PCOR
-22.6%
+165.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | 0.0% | -14.2% | -14.2% |
| 7D | -16.0% | +23.7% | -39.7% | -20.8% |
| 30D | -40.1% | +39.0% | -79.1% | -45.3% |
| 3M | -43.9% | +35.8% | -79.7% | -49.1% |
| 6M | -55.6% | +38.2% | -93.9% | -60.6% |
| YTD | -35.7% | +3.9% | -39.6% | -38.2% |
| 1Y | -39.8% | +5.7% | -45.5% | -42.7% |
| 3Y | +80.3% | +44.8% | +35.5% | +52.1% |
| 5Y | +143.3% | -19.8% | +163.1% | +110.3% |
| All | +143.3% | -22.6% | +165.9% | +110.3% |
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