-11.8%
PCOR vs FDS
+9.3%
-21.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +3.0% | +1.5% | +1.6% | +2.0% |
| 30D | +38.7% | +14.8% | +23.9% | +26.4% |
| 3M | +24.9% | +16.3% | +8.6% | +12.5% |
| 6M | +68.8% | +66.2% | +2.5% | +18.7% |
| YTD | +6.7% | +16.2% | -9.5% | -5.4% |
| 1Y | +3.0% | +21.8% | -18.8% | -12.1% |
| 3Y | +48.6% | -23.9% | +72.5% | +72.2% |
| 5Y | -12.7% | -23.1% | +10.4% | -3.1% |
| All | -11.8% | +9.3% | -21.1% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling