-22.6%
FPS vs PCOR
+44.3%
-67.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +19.7% | -37.0% | -10.8% |
| 7D | -23.3% | +21.8% | -45.2% | -17.0% |
| 30D | -42.4% | +39.5% | -82.0% | -35.7% |
| 3M | -43.0% | +35.2% | -78.3% | -36.4% |
| 6M | -44.5% | +21.7% | -66.2% | -36.7% |
| All | -22.6% | +44.3% | -67.0% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling