-14.4%
PCOR vs FFIV
+72.4%
-86.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +22.7% | -8.1% | +30.9% | +28.7% |
| 30D | +37.5% | -33.4% | +70.9% | +71.0% |
| 3M | +35.2% | -24.7% | +59.9% | +53.0% |
| 6M | +42.2% | -8.8% | +51.1% | +38.8% |
| YTD | +3.6% | +21.8% | -18.2% | -19.2% |
| 1Y | -4.8% | +25.3% | -30.0% | -27.5% |
| 3Y | +48.3% | +101.2% | -52.8% | -25.5% |
| 5Y | -20.1% | +40.2% | -60.3% | -50.3% |
| All | -14.4% | +72.4% | -86.8% | -46.2% |
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