+30.2%
PCOR vs FGI
-70.3%
+100.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -5.0% | +24.7% | +19.8% |
| 7D | +21.8% | +3.3% | +18.5% | +21.6% |
| 30D | +39.5% | -2.0% | +41.6% | +39.5% |
| 3M | +35.2% | +60.3% | -25.0% | +30.0% |
| 6M | +21.7% | +0.7% | +21.0% | +18.3% |
| YTD | +3.9% | +30.2% | -26.2% | -1.6% |
| 1Y | +6.9% | +44.4% | -37.4% | +0.2% |
| 3Y | +44.8% | -0.4% | +45.2% | +33.0% |
| All | +30.2% | -70.3% | +100.6% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling