-14.6%
PCOR vs FGI
-4.4%
-10.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.5% | -11.8% | -4.5% |
| 7D | -9.0% | +0.5% | -9.5% | -9.0% |
| 30D | +4.2% | +65.4% | -61.2% | +1.0% |
| 3M | +14.4% | +23.5% | -9.1% | +11.5% |
| 6M | +0.2% | +60.5% | -60.4% | -4.4% |
| YTD | -20.3% | +30.0% | -50.3% | -23.4% |
| 1Y | -16.1% | +82.1% | -98.2% | -21.3% |
| All | -14.6% | -4.4% | -10.2% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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