-13.1%
PCOR vs FFIV
+76.2%
-89.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.2% |
| 7D | +22.2% | -2.1% | +24.3% | +23.5% |
| 30D | +36.0% | -33.8% | +69.8% | +70.1% |
| 3M | +34.0% | -20.6% | +54.6% | +46.5% |
| 6M | +43.5% | -10.2% | +53.8% | +42.0% |
| YTD | +5.1% | +24.5% | -19.4% | -19.1% |
| 1Y | -3.9% | +29.3% | -33.2% | -28.3% |
| 3Y | +52.9% | +103.8% | -50.9% | -23.6% |
| 5Y | -18.7% | +40.9% | -59.5% | -49.9% |
| All | -13.1% | +76.2% | -89.3% | -46.1% |
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