-13.1%
PCOR vs FIVE
+39.6%
-52.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.1% | -0.6% |
| 7D | +22.2% | +6.2% | +16.0% | +19.7% |
| 30D | +36.0% | +18.2% | +17.8% | +27.9% |
| 3M | +34.0% | +3.8% | +30.2% | +31.4% |
| 6M | +43.5% | +13.7% | +29.8% | +34.9% |
| YTD | +5.1% | +34.7% | -29.6% | -8.2% |
| 1Y | -3.9% | +66.6% | -70.6% | -22.9% |
| 3Y | +52.9% | +44.3% | +8.6% | +21.1% |
| 5Y | -18.7% | +18.8% | -37.4% | -36.9% |
| All | -13.1% | +39.6% | -52.7% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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