+21.7%
PCOR vs FGI
-9.3%
+31.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +39.4% |
| 3M | +35.2% | +60.3% | -25.0% | +30.1% |
| 6M | +21.7% | +0.7% | +21.0% | +14.0% |
| All | +21.7% | -9.3% | +31.0% | +14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling