-14.6%
PCOR vs FFIV
+136.9%
-151.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.8% | -4.0% |
| 7D | -9.0% | -1.0% | -8.0% | -8.5% |
| 30D | +4.2% | -5.1% | +9.2% | +6.9% |
| 3M | +14.4% | -4.5% | +18.9% | +16.1% |
| 6M | +0.2% | +36.5% | -36.3% | -19.5% |
| YTD | -20.3% | +53.0% | -73.2% | -40.6% |
| 1Y | -16.1% | +24.2% | -40.3% | -29.3% |
| All | -14.6% | +136.9% | -151.5% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling