-14.1%
PCOR vs FDS
+11.8%
-25.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +23.7% | +6.4% | +17.3% | +18.9% |
| 30D | +39.0% | +25.2% | +13.8% | +19.6% |
| 3M | +35.8% | +22.9% | +12.8% | +18.1% |
| 6M | +38.2% | +56.5% | -18.3% | +1.2% |
| YTD | +3.9% | +19.0% | -15.0% | -9.2% |
| 1Y | +5.7% | +32.7% | -27.0% | -15.1% |
| 3Y | +44.8% | -20.4% | +65.2% | +62.4% |
| 5Y | -19.8% | -19.6% | -0.2% | -12.2% |
| All | -14.1% | +11.8% | -25.9% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling