+207.5%
FTI vs PCOR
+49.8%
+157.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | +1.4% | +2.5% | -1.2% | +1.1% |
| 30D | -6.3% | +37.9% | -44.1% | -10.5% |
| 3M | -13.1% | +32.0% | -45.1% | -16.8% |
| 6M | -8.0% | +54.7% | -62.7% | -14.5% |
| YTD | +47.1% | +6.6% | +40.5% | +48.1% |
| 1Y | +50.7% | -1.7% | +52.4% | +55.5% |
| All | +207.5% | +49.8% | +157.7% | +162.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling