-4.8%
PCOR vs FFIV
+26.7%
-31.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +22.7% | -8.1% | +30.9% | +25.2% |
| 30D | +37.5% | -33.4% | +70.9% | +51.7% |
| 3M | +35.2% | -24.7% | +59.9% | +41.7% |
| 6M | +42.2% | -8.8% | +51.1% | +32.1% |
| YTD | +3.6% | +21.8% | -18.2% | -18.7% |
| 1Y | -4.8% | +25.3% | -30.0% | -26.4% |
| All | -4.8% | +26.7% | -31.5% | -26.4% |
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 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