-14.1%
PCOR vs FFIV
+72.9%
-87.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +3.3% |
| 7D | +23.7% | -14.2% | +37.9% | +34.9% |
| 30D | +39.0% | -33.6% | +72.6% | +73.3% |
| 3M | +35.8% | -24.2% | +60.0% | +52.9% |
| 6M | +38.2% | -8.3% | +46.5% | +34.3% |
| YTD | +3.9% | +22.1% | -18.2% | -19.1% |
| 1Y | +5.7% | +26.5% | -20.8% | -20.0% |
| 3Y | +44.8% | +102.3% | -57.6% | -27.6% |
| 5Y | -19.8% | +40.6% | -60.4% | -50.2% |
| All | -14.1% | +72.9% | -87.0% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling