+48.9%
PCOR vs FDS
-20.2%
+69.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +23.7% | +6.4% | +17.3% | +19.4% |
| 30D | +39.0% | +25.2% | +13.8% | +21.5% |
| 3M | +35.8% | +22.9% | +12.8% | +19.9% |
| 6M | +38.2% | +56.5% | -18.3% | +5.3% |
| YTD | +3.9% | +19.0% | -15.0% | -9.6% |
| 1Y | +5.7% | +32.7% | -27.0% | -13.3% |
| All | +48.9% | -20.2% | +69.1% | +58.7% |
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