-14.6%
PCOR vs FDS
-27.9%
+13.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.5% | -0.7% | -2.2% |
| 7D | -9.0% | -1.9% | -7.1% | -7.9% |
| 30D | +4.2% | +9.0% | -4.9% | -0.8% |
| 3M | +14.4% | +18.9% | -4.4% | +2.4% |
| 6M | +0.2% | +35.1% | -35.0% | -16.4% |
| YTD | -20.3% | +5.5% | -25.7% | -25.2% |
| 1Y | -16.1% | -16.8% | +0.7% | -11.0% |
| All | -14.6% | -27.9% | +13.3% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling