-15.7%
PCOR vs FBTC
+65.3%
-81.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.7% | -3.6% |
| 7D | -9.0% | +2.9% | -11.9% | -9.6% |
| 30D | +4.2% | +23.0% | -18.9% | -1.2% |
| 3M | +14.4% | +25.6% | -11.2% | +7.7% |
| 6M | +0.2% | +9.0% | -8.8% | -2.8% |
| YTD | -20.3% | -8.9% | -11.3% | -19.4% |
| 1Y | -16.1% | -27.5% | +11.4% | -10.3% |
| All | -15.7% | +65.3% | -81.0% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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