-34.1%
PCOR vs FDS
-0.8%
-33.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.5% | -0.7% | -1.9% |
| 7D | -9.0% | -1.9% | -7.1% | -7.8% |
| 30D | +4.2% | +9.0% | -4.9% | -1.5% |
| 3M | +14.4% | +18.9% | -4.4% | +1.0% |
| 6M | +0.2% | +35.1% | -35.0% | -18.8% |
| YTD | -20.3% | +5.5% | -25.7% | -24.3% |
| 1Y | -16.1% | -16.8% | +0.7% | -7.6% |
| 3Y | -14.7% | -28.1% | +13.3% | +2.3% |
| 5Y | -43.2% | -17.4% | -25.7% | -30.9% |
| All | -34.1% | -0.8% | -33.3% | -20.2% |
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