+862.0%
FTI vs PCOR
-12.9%
+874.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +5.4% | +2.2% | +3.3% | +5.1% |
| 30D | -8.2% | +37.4% | -45.6% | -12.9% |
| 3M | -13.7% | +33.2% | -46.9% | -18.0% |
| 6M | -11.2% | +60.6% | -71.8% | -18.9% |
| YTD | +46.0% | +6.2% | +39.8% | +42.8% |
| 1Y | +51.8% | -1.1% | +52.9% | +50.8% |
| 3Y | +206.7% | +48.4% | +158.3% | +175.0% |
| 5Y | +862.0% | -13.1% | +875.1% | +818.2% |
| All | +862.0% | -12.9% | +874.9% | +818.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling