-12.2%
PCOR vs FFIV
+76.1%
-88.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | +0.1% |
| 7D | +2.2% | +1.9% | +0.3% | +1.0% |
| 30D | +37.4% | -33.3% | +70.7% | +71.1% |
| 3M | +33.2% | -24.9% | +58.1% | +51.5% |
| 6M | +60.6% | -10.5% | +71.1% | +59.4% |
| YTD | +6.2% | +24.4% | -18.3% | -18.3% |
| 1Y | -1.1% | +32.3% | -33.3% | -27.4% |
| 3Y | +48.4% | +99.7% | -51.3% | -24.7% |
| 5Y | -13.1% | +38.4% | -51.6% | -46.2% |
| All | -12.2% | +76.1% | -88.4% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling