-3.7%
PCOR vs FFIV
+28.6%
-32.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +20.7% | -4.2% | +24.9% | +21.9% |
| 30D | +35.7% | -33.9% | +69.5% | +50.7% |
| 3M | +31.1% | -22.6% | +53.7% | +36.3% |
| 6M | +43.1% | -10.4% | +53.5% | +34.9% |
| YTD | +4.8% | +24.3% | -19.5% | -18.6% |
| 1Y | -3.7% | +31.8% | -35.5% | -27.7% |
| All | -3.7% | +28.6% | -32.3% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling