-11.8%
PCOR vs FFIV
+71.4%
-83.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +2.1% |
| 7D | +3.0% | -0.5% | +3.6% | +3.3% |
| 30D | +38.7% | -32.4% | +71.1% | +70.9% |
| 3M | +24.9% | -25.7% | +50.5% | +42.7% |
| 6M | +68.8% | -13.5% | +82.3% | +71.0% |
| YTD | +6.7% | +21.1% | -14.4% | -16.5% |
| 1Y | +3.0% | +29.4% | -26.4% | -23.5% |
| 3Y | +48.6% | +94.9% | -46.3% | -23.6% |
| 5Y | -12.7% | +34.7% | -47.4% | -45.1% |
| All | -11.8% | +71.4% | -83.2% | -44.4% |
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