-4.8%
PCOR vs FDS
+29.3%
-34.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +2.1% |
| 7D | +22.7% | -0.5% | +23.2% | +23.2% |
| 30D | +37.5% | +20.2% | +17.3% | +21.6% |
| 3M | +35.2% | +19.9% | +15.3% | +19.8% |
| 6M | +42.2% | +56.2% | -13.9% | +4.9% |
| YTD | +3.6% | +14.6% | -11.0% | -12.7% |
| 1Y | -4.8% | +31.6% | -36.4% | -20.1% |
| All | -4.8% | +29.3% | -34.0% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling