+700.5%
FTI vs PCOR
-9.0%
+709.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -4.3% | +22.2% | -26.5% | -7.3% |
| 30D | -8.0% | +36.0% | -44.1% | -12.4% |
| 3M | -8.0% | +34.0% | -42.0% | -12.6% |
| 6M | -8.7% | +43.5% | -52.2% | -14.6% |
| YTD | +43.9% | +5.1% | +38.8% | +41.0% |
| 1Y | +49.8% | -3.9% | +53.7% | +49.4% |
| 3Y | +211.7% | +52.9% | +158.8% | +180.4% |
| 5Y | +781.6% | -18.7% | +800.2% | +713.8% |
| All | +700.5% | -9.0% | +709.5% | +654.6% |
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