+707.7%
FTI vs PCOR
-9.2%
+716.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -3.3% | +20.7% | -24.0% | -6.1% |
| 30D | -7.2% | +35.7% | -42.9% | -11.6% |
| 3M | -12.9% | +31.1% | -43.9% | -16.9% |
| 6M | -7.9% | +43.1% | -51.0% | -13.8% |
| YTD | +45.2% | +4.8% | +40.3% | +42.3% |
| 1Y | +48.1% | -3.7% | +51.7% | +47.6% |
| 3Y | +205.0% | +46.5% | +158.4% | +176.1% |
| 5Y | +838.8% | -17.3% | +856.1% | +765.9% |
| All | +707.7% | -9.2% | +716.9% | +661.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling