+21.7%
PCOR vs FFIV
+2.3%
+19.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -0.4% | +20.1% | +19.7% |
| 7D | +21.8% | -9.8% | +31.6% | +22.5% |
| 30D | +39.5% | -28.1% | +67.6% | +41.8% |
| 3M | +35.2% | -20.0% | +55.3% | +36.8% |
| 6M | +21.7% | -0.1% | +21.8% | +12.6% |
| All | +21.7% | +2.3% | +19.4% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling