+694.8%
FTI vs PCOR
-10.3%
+705.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | -7.6% | +22.7% | -30.4% | -10.6% |
| 30D | -7.1% | +37.5% | -44.6% | -11.7% |
| 3M | -8.7% | +35.2% | -43.9% | -13.3% |
| 6M | -14.0% | +42.2% | -56.2% | -19.5% |
| YTD | +42.8% | +3.6% | +39.3% | +40.3% |
| 1Y | +50.4% | -4.8% | +55.1% | +50.1% |
| 3Y | +194.1% | +48.3% | +145.8% | +165.5% |
| 5Y | +775.2% | -20.1% | +795.3% | +709.7% |
| All | +694.8% | -10.3% | +705.1% | +650.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling