-34.1%
PCOR vs FFIV
+116.5%
-150.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.8% | -4.0% |
| 7D | -9.0% | -1.0% | -8.0% | -8.4% |
| 30D | +4.2% | -5.1% | +9.2% | +7.3% |
| 3M | +14.4% | -4.5% | +18.9% | +16.4% |
| 6M | +0.2% | +36.5% | -36.3% | -22.0% |
| YTD | -20.3% | +53.0% | -73.2% | -43.2% |
| 1Y | -16.1% | +24.2% | -40.3% | -31.2% |
| 3Y | -14.7% | +137.2% | -151.9% | -58.9% |
| 5Y | -43.2% | +91.8% | -134.9% | -68.3% |
| All | -34.1% | +116.5% | -150.6% | -62.1% |
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