+899.0%
FTI vs PCOR
-30.9%
+929.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.4% |
| 7D | +5.3% | -9.0% | +14.2% | +6.8% |
| 30D | +15.3% | +4.2% | +11.2% | +14.4% |
| 3M | +15.8% | +14.4% | +1.3% | +12.6% |
| 6M | +22.6% | +0.2% | +22.4% | +21.0% |
| YTD | +79.5% | -20.3% | +99.8% | +84.2% |
| 1Y | +102.0% | -16.1% | +118.2% | +104.0% |
| 3Y | +315.8% | -14.7% | +330.5% | +308.8% |
| 5Y | +1,129.5% | -43.2% | +1,172.7% | +1,082.4% |
| All | +899.0% | -30.9% | +929.9% | +886.0% |
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