-8.5%
FPS vs PCOR
+3.2%
-11.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.7% | +1.9% |
| 7D | +3.1% | -9.0% | +12.1% | +1.9% |
| 30D | -18.6% | +4.2% | -22.7% | -18.1% |
| 3M | -51.5% | +14.4% | -65.9% | -48.4% |
| 6M | -8.5% | +0.2% | -8.7% | -8.8% |
| All | -8.5% | +3.2% | -11.7% | -8.8% |
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 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