-20.1%
PCOR vs FDS
-22.8%
+2.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +2.2% |
| 7D | +22.7% | -0.5% | +23.2% | +23.3% |
| 30D | +37.5% | +20.2% | +17.3% | +21.0% |
| 3M | +35.2% | +19.9% | +15.3% | +19.2% |
| 6M | +42.2% | +56.2% | -13.9% | +3.2% |
| YTD | +3.6% | +14.6% | -11.0% | -7.5% |
| 1Y | -4.8% | +31.6% | -36.4% | -23.4% |
| 3Y | +48.3% | -23.8% | +72.2% | +73.0% |
| All | -20.1% | -22.8% | +2.7% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling