-32.8%
FPS vs PCOR
+43.8%
-76.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.3% | +6.9% |
| 7D | -24.5% | +22.7% | -47.3% | -18.2% |
| 30D | -52.1% | +37.5% | -89.5% | -46.7% |
| 3M | -48.4% | +35.2% | -83.6% | -42.4% |
| 6M | -54.4% | +42.2% | -96.6% | -47.2% |
| All | -32.8% | +43.8% | -76.6% | -21.8% |
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