+8.0%
PCOR vs FIGR
-35.2%
+43.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.6% | +0.2% |
| 7D | +20.7% | +5.6% | +15.1% | +20.1% |
| 30D | +35.7% | -18.2% | +53.9% | +37.6% |
| 3M | +31.1% | -19.0% | +50.1% | +32.7% |
| 6M | +43.1% | -38.0% | +81.1% | +47.0% |
| YTD | +4.8% | -42.9% | +47.7% | +7.6% |
| 1Y | -3.7% | -37.9% | +34.3% | -1.8% |
| All | +8.0% | -35.2% | +43.2% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling