-52.4%
FN vs PCOR
+27.5%
-79.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +19.7% | -25.6% | 0.0% |
| 7D | -7.0% | +21.8% | -28.8% | -0.5% |
| 30D | -24.7% | +39.5% | -64.3% | -15.9% |
| 3M | -35.7% | +35.2% | -70.9% | -28.3% |
| 6M | -52.4% | +21.7% | -74.1% | -45.6% |
| All | -52.4% | +27.5% | -79.9% | -45.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling